TY - JOUR AU - K. V. Ral’chenko AU - H. M. Shevchenko PY - 2010/09/25 Y2 - 2024/03/28 TI - Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations JF - Ukrains’kyi Matematychnyi Zhurnal JA - Ukr. Mat. Zhurn. VL - 62 IS - 9 SE - Research articles DO - UR - https://umj.imath.kiev.ua/index.php/umj/article/view/2952 AB - We prove a general theorem on the convergence of solutions of stochastic differential equations. As a corollary, we obtain a result concerning the convergence of solutions of stochastic differential equations with absolutely continuous processes to a solution of an equation with Brownian motion. ER -