Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient

Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional Brownian motion

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Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion

(2021) global sci   Advances in Applied Mathematics and Mechanics

Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation

(2020) Shao-Qin Zhang et al.   PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH SECTION A-MATHEMATICS

Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion

(2019) Jialin Hong et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

The truncated Milstein method for stochastic differential equations with commutative noise

(2018) Qian Guo et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Convergence rate and stability of the truncated Euler–Maruyama method for stochastic differential equations

(2018) Liangjian Hu et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

The truncated Euler–Maruyama method for stochastic differential delay equations

(2017) Qian Guo et al.   NUMERICAL ALGORITHMS

Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations

(2016) Xuerong Mao   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

The truncated Euler–Maruyama method for stochastic differential equations

(2015) Xuerong Mao   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion

(2012) A. Deya et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Multilevel Monte Carlo for stochastic differential equations with additive fractional noise

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Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion

(2008) María J. Garrido-Atienza et al.   APPLIED MATHEMATICS AND OPTIMIZATION

A singular stochastic differential equation driven by fractional Brownian motion

(2008) Yaozhong Hu et al.   STATISTICS & PROBABILITY LETTERS