Optimal approximation of SDE's with additive fractional noise

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},
}