


























We study a stochastic functional differential equation (SFDE) with memory driven by a fractional Brownian motion (fBm) with Hurst parameter H>1/2. An Euler-type numerical scheme is proposed and analyzed under suitable regularity conditions on the drift and diffusion coefficients using tools from fractional calculus. We prove the convergence of the scheme and derive the corresponding rate in terms of the discretization step. Numerical simulations illustrate the theoretical results and confirm the accuracy of the proposed method.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。