@Article{AAM-36-426,
author = {Yu , Sihui and Liu , Weiguo},
title = {Euler Approximation for Non-Autonomous Mixed Stochastic Differential Equations in Besov Norm},
journal = {Annals of Applied Mathematics},
year = {2021},
volume = {36},
number = {4},
pages = {426--441},
abstract = {<p style="text-align: justify;">We consider a kind of non-autonomous mixed stochastic differential equations driven by standard Brownian motions and fractional Brownian motions
with Hurst index $H ∈ (1/2, 1)$. In the sense of stochastic Besov norm with
index $γ$, we prove that the rate of convergence for Euler approximation is $O(δ^{2H−2γ})$, here $δ$ is the mesh of the partition of $[0, T]$.</p>},
issn = {},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/aam/18591.html}
}