Convergence of solutions of mixed stochastic delay differential equations with applications. - Yuliya Mishura; Taras Shalaiko; Georgiy Shevchenko (Appl. Math. Comput., 2015)

The maximum rate of convergence for the approximation of the fractional Lévy area at a single point. - Andreas Neuenkirch; Taras Shalaiko (J. Complex., 2016)