%0 Journal Article
%T Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
%A Andreas Neuenkirch
%A Ivan Nourdin
%J Mathematics
%D 2006
%I arXiv
%X In this paper, we derive the exact rate of convergence of some approximation schemes associated to scalar stochastic differential equations driven by a fractional Brownian motion with Hurst index H.
%U http://arxiv.org/abs/math/0601038v3