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Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion

We consider a mixed stochastic differential equation involving both standard Brownian motion and fractional Brownian motion with Hurst parameter H > 1/2. The mean-square rate of convergence of Euler approximations of solution to this equation is obtained. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Random Operators and Stochastic Equations de Gruyter

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