  In a recent paper by Kamrani et al. (2024), exponential Euler method for
stiff stochastic differential equations with additive fractional Brownian noise
was discussed, and the convergence order close to the Hurst parameter H was
proved. Utilizing the technique of Malliavin derivative, we prove the
exponential Euler scheme and obtain a convergence order of one, which is the
optimal rate in numerical simulation.
