The convergence of a numerical scheme for additive fractional stochastic delay equations with [formula omitted

Abstract

In this paper, we investigate the strong convergence of the exponential Euler method to stochastic delay differential equations with fractional Brownian motion (FSDDEs) of Hurst parameter H∈(12,1). We establish the strong convergence rate H of the method for FSDDEs to the exact solution. Also we justify our theoretical results with some numerical examples of these equations alongside insignificant step size.