Rate of convergence of Euler approximations of solution to mixed   stochastic differential equation involving Brownian motion and fractional   Brownian motion
  We consider a mixed stochastic differential equation involving both standard Brownian motion and fractional Brownian motion with Hurst parameter $H>1/2$. The mean-square rate of convergence of Euler approximations of solution to this equation is obtained. 
Yulia Mishura and Georgiy Shevchenko
math.PR