{
  "abstract": "We study the strong convergence rate of the Euler--Maruyama scheme for additive stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H\\in(0,1)$. Assuming the drift coefficient to be Lipschitz continuous, we establish strong convergence bounds of order $1$ if $H\\in(1/2,1)$, and $1/2+H-\\varepsilon$, for any $\\varepsilon>0$, if $H\\in(0,1/2]$. The main ingredient is a shifted stochastic sewing argument, which exploits the conditional Gaussian structure of fractional Brownian motion to control the noise discretization error.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": "Journal reference: Statistics and Probability Letters 242 (2027) 110998",
  "arxiv": "2607.24166",
  "author_total": 1,
  "authors": [
    {
      "name": "Tsukasa Moritoki"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/6x8mtmz8pqcfg.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2607.24166",
  "fulltext_url": null,
  "id": "6x8mtmz8pqcfg",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2607.24166",
  "language": null,
  "licence": "CC-BY-NC-ND-4.0",
  "licence_label": "CC BY-NC-ND 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by-nc-nd/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "math.PR"
    ]
  ],
  "openalex": null,
  "pdf_url": "https://arxiv.org/pdf/2607.24166",
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-26",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/6x8mtmz8pqcfg.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:36:32Z",
      "native_id": "2607.24166",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2607.24166"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.PR",
      "subfield": "probability"
    }
  ],
  "title": "Strong convergence of Euler-Maruyama schemes for additive fractional SDEs with Lipschitz drift",
  "title_text": "Strong convergence of Euler-Maruyama schemes for additive fractional SDEs with Lipschitz drift",
  "type": "preprint",
  "updated_at": "2026-11-01T12:20:50Z",
  "url": "https://research.draconitic.com/paper/6x8mtmz8pqcfg",
  "venue": "arXiv",
  "versions": [
    {
      "doi": "10.1016/j.spl.2026.110998",
      "pid": null,
      "relation": "published-as",
      "title": null,
      "venue": null
    }
  ]
}