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paper is devoted to the numerical approximation of the following differential equation NEWLINE\\[NEWLINEY_t=a+\\sum_{i=1}^m\\int_0^t\\sigma^{(i)}(Y_u)dB_u^{(i)} \\quad t\\in [0,T],\\;a\\in \\mathbb{R}^d,NEWLINE\\]NEWLINE where \\(\\sigma=(\\sigma^{(1)},\\dots,\\sigma^{(m)})\\) is smooth and \\(B=(B^{(1)},\\dots,B^{(m)})\\) is a \\(m\\)-dimensional fractional Brownian motion with Hurst parameter \\(H>1/3\\). As the Euler scheme is not appropriate for \\(1/3<H<1/2\\), the authors propose a scheme \\(Z^n\\) of Milstein type where the iterated integrals are replaced by simple products of increments. If \\(1/3<\\gamma<H\\), they obtain an a.s. error of order \\(\\sqrt{\\log n}\\;n^{-(H-\\gamma)}\\) in the \\(\\gamma\\)-H\u00f6lder norm. A first step in the proof consists in approximating \\(Y\\) by its Wong-Zakai approximation \\(\\overline{Z}^n\\). In the second step, \\(Z^n\\) is considered as a second-order Taylor scheme for \\(\\overline{Z}^n\\). Both steps use a theorem on Lipschitz continuity of solutions of rough differential equations and their L\u00e9vy areas.","type":"string"},"datatype":"string"},"type":"statement","id":"Q424708$AD6D633C-9EBE-4747-9794-E41C0BC36273","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0b7b76f3a3cf0a52a7c5819c7c40aa95bbd1e213","datavalue":{"value":{"entity-type":"item","numeric-id":2034423,"id":"Q2034423"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f98a3d6767753d3cb458ff62ce46bcb248dd5a90","datavalue":{"value":{"amount":"+0.8668397665023804","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424708$9F0123E8-F72D-4C77-9245-1E8C94526899","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9c51143ecf8c426bcc56d4c9c8ded1bf06fbb644","datavalue":{"value":{"entity-type":"item","numeric-id":5077041,"id":"Q5077041"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"391e48df009644a82e0f27fd66c05ac7a834fdc1","datavalue":{"value":{"amount":"+0.8430286049842834","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424708$2555CB88-7359-46E6-8D48-ECD1E83A471B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8e70b529b1ec37d94242a41f1f0acea48bc3cb57","datavalue":{"value":{"entity-type":"item","numeric-id":985345,"id":"Q985345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"364da144c2af258eb0dc01d0b72c27f052fb724a","datavalue":{"value":{"amount":"+0.843007504940033","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424708$322C43F7-7679-433E-93E3-C97528472040","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c1e95a834a307426d6da0bd31a309685a2533fb4","datavalue":{"value":{"entity-type":"item","numeric-id":785391,"id":"Q785391"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"35eb1dca4a9916f53762a7fbf301d7f433db2ffe","datavalue":{"value":{"amount":"+0.8392189741134644","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424708$D66BC1B4-BAAA-4D69-9435-1DF8132AF504","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"90585e29cede3e3e77101577c9fb9a6630823b98","datavalue":{"value":{"entity-type":"item","numeric-id":3509341,"id":"Q3509341"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"88be50ad432f29f92441b539a731fce389889a1f","datavalue":{"value":{"amount":"+0.8260104060173035","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q424708$2D704D80-152A-4BE9-B83D-094B77153BD3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A Milstein-type scheme without L\u00e9vy area terms for SDEs driven by fractional Brownian motion","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_Milstein-type_scheme_without_L%C3%A9vy_area_terms_for_SDEs_driven_by_fractional_Brownian_motion"}}}}}