Andreas Neuenkirch. Optimal approximation of SDE's with additive fractional noise. J. Complexity, 22(4):459-474, 2006. [doi]
@article{Neuenkirch06, title = {Optimal approximation of SDE's with additive fractional noise}, author = {Andreas Neuenkirch}, year = {2006}, doi = {10.1016/j.jco.2006.02.001}, url = {http://dx.doi.org/10.1016/j.jco.2006.02.001}, researchr = {https://researchr.org/publication/Neuenkirch06}, cites = {0}, citedby = {0}, journal = {J. Complexity}, volume = {22}, number = {4}, pages = {459-474}, }