English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

We study asymptotic error distributions associated with standardapproximation scheme for one-dimensional stochastic differential equationsdriven by fractional Brownian motions. This problem was studied by, forinstance, Gradinaru-Nourdin [6], Neuenkirch and Nourdin [14] and the secondnamed author [13]. The aim of this paper is to extend their results to the casewhere the equations contain drift terms and simplify the proof of estimates ofthe remainder terms in [13]. To this end, we represent the approximationsolution as the solution of the equation which is obtained by replacing thefractional Brownian path with a perturbed path. We obtain the asymptotic errordistribution as a directional derivative of the solution by using thisexpression.

Error analysis for approximations to one-dimensional SDEs via the perturbation method