The linear self-interacting diffusion driven by fractional Brownian motion is approximated by an explicit numerical scheme in this paper. The present method’s mean-square convergence is investigated, and the order of convergence is established to be 1. To demonstrate the performance of the suggested method, a numerical simulation is performed.

中文翻译：

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全局 Lipschitz 条件下分数布朗运动驱动的自相互作用扩散的显式方法

由分数布朗运动驱动的线性自相互作用扩散在本文中用一个明确的数值方案来近似。研究了本方法的均方收敛性，并确定收敛阶数为1。为了证明所提出方法的性能，进行了数值模拟。