Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions
A kind of time-dependent mixed stochastic differential equations driven by Brownian motions and fractional Brownian motions with Hurst parameter $H>\frac{1}{2}$ is considered. We prove that the rate of convergence of Euler approximation of the solutions can be estimated by $O(\delta^{\frac{1}...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2020-02-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/10.3934/math.2020144/fulltext.html |