This article proposes an effective method for solving stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H ∈ (0, 1/2) and n independent one-dimensional standard Brownian motion. Hat basis functions and their stochastic operational matrix, convert the SDE into a linear lower triangular system. Also, the error analysis of the proposed method is investigated and we prove that the order of convergence is O(h2). Then, numerical examples affirm the efficiency of the method.
