Héctor ArayaJorge A. LeónTorres, SoledadSoledadTorres2025-12-072025-12-072020-06-2310.1080/07362994.2020.17797462-s2.0-85087350676https://cris-uv-2.scimago.es/handle/123456789/7439WOS:000547262500001We propose a local linearization scheme to approximate the solutions of non-autonomous stochastic differential equations driven by fractional Brownian motion with Hurst parameter 1/2<H<1. Toward this end, we approximate the drift and diffusion terms by means of a first-order Taylor expansion. This becomes the original equation into a local fractional linear stochastic differential equation, whose solution can be figured out explicitly. As in the Brownian motion case (i.e., H = 1/2), the rate of convergence, in our case, is twice the one of the Euler scheme. Numerical examples are given to demonstrate the performance of the method.enacceso restringidoApplied MathematicsMathematics, AppliedStatistics And ProbabilityStatistics, Probability And Uncertaintyarticle