Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation

2021 
In this paper, we consider discrete time approximations for stochastic differential equations with the form: Xt=X0+∫0tf(Xs)dhs+∫0tg(Xs)dYsH,  t>0, where h:R+→R is a continuous function with locally...
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