In this note, a diffusion approximation result is shown for stochastic differential equations driven by a (Liouville) fractional Brownian motion B with Hurst parameter H ∈ (1 / 3, 1 / 2). More precisely, we resort to the Kac-Stroock type approximation using a Poisson process studied in Bardina et al. (2003)  and Delgado and Jolis (2000) , and our method of proof relies on the algebraic integration theory introduced by Gubinelli in Gubinelli (2004) . © 2009 Elsevier B.V. All rights reserved.
- Fractional Brownian motion
- Kac-Stroock type approximation
- Rough paths
- Weak approximation