Torres, SoledadSoledadTorresJohanna GarzónSamy Tindel2025-08-252025-08-252019-05-0110.1007/s10473-019-0308-12-s2.0-85066482853https://cris-uv-2.scimago.es/handle/123456789/5420WOS:000470265500008In this note, we study a discrete time approximation for the solution of a class of delayed stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H ∈ (1/2,1). In order to prove convergence, we use rough paths techniques. Theoretical bounds are established and numerical simulations are displayed.enacceso restringidoMathematicsPhysics And AstronomyEuler Scheme For Fractional Delay Stochastic Differential Equations By Rough Paths Techniquesarticle