Héctor ArayaJorge A. LeónTorres, SoledadSoledadTorres2025-12-062025-12-062019-04-2510.1007/s10959-019-00902-32-s2.0-85065039201https://cris-uv-2.scimago.es/handle/123456789/6987WOS:000550905100001In this article, we study a numerical scheme for stochastic differential equations driven by fractional Brownian motion with Hurst parameter H∈ (1 / 4 , 1 / 2). Toward this end, we apply Doss–Sussmann representation of the solution and an approximation of this representation using a first-order Taylor expansion. The obtained rate of convergence is n-2H+ρ, for ρ small enough.enacceso restringidoMathematicsStatistics And ProbabilityStatistics, Probability And Uncertaintyarticle