The convergence of a numerical scheme for additive fractional stochastic delay equations with H> 12
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Cited in
(3)- An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays
- Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
- Regularity analysis for SFDEs driven by mixed fractional Brownian motion and strong convergence of a numerical scheme
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