  We study asymptotic error distributions associated with standard
approximation scheme for one-dimensional stochastic differential equations
driven by fractional Brownian motions. This problem was studied by, for
instance, Gradinaru-Nourdin [6], Neuenkirch and Nourdin [14] and the second
named author [13]. The aim of this paper is to extend their results to the case
where the equations contain drift terms and simplify the proof of estimates of
the remainder terms in [13]. To this end, we represent the approximation
solution as the solution of the equation which is obtained by replacing the
fractional Brownian path with a perturbed path. We obtain the asymptotic error
distribution as a directional derivative of the solution by using this
expression.
