%0 Journal Article %T The convergence of exponential Euler method for weighted fractional stochastic equations %J Computational Methods for Differential Equations %I University of Tabriz %Z 2345-3982 %A Mahmoudi, Fatemeh %A Tahmasebi, Mahdieh %D 2022 %\ 04/01/2022 %V 10 %N 2 %P 538-548 %! The convergence of exponential Euler method for weighted fractional stochastic equations %K Malliavin calculus %K Stochastic differential equations %K Weighted fractional Brownian motion %K Exponential Euler scheme %R 10.22034/cmde.2021.41430.1795 %X ‎In this paper‎, ‎we propose an exponential Euler method to approximate the solution of a stochastic functional differential equation driven by weighted fractional Brownian motion $ B^{ a‎, ‎b}$ under some assumptions on $a$ and $b$‎. ‎We obtain also the convergence rate of the method to the true solution after proving an $L^{ 2}$-maximal bound for the stochastic integrals in this case‎. %U https://cmde.tabrizu.ac.ir/article_12794_63e5ebfb2f5b736dd0e94eb97dd84996.pdf