Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
<|reference_start|>Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions: In this paper, our main aim is to investigate the strong convergence for a neutral McKean-Vlasov stochastic differential equation with super-linear delay driven by fractional Brownian motion with Hurst exponent $H\in(1/2, 1)$. After giving uniqueness and existence for the exact solution, we analyze the properties including boundedness of moment and propagation of chaos. Besides, we give the Euler-Maruyama (EM) scheme and show that the numerical solution converges strongly to the exact solution. Furthermore, a corresponding numerical example is given to illustrate the theory.<|reference_end|>
@article{wang2024convergence,
    title={Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven
  by fractional Brownian motions},
    author={Shengrong Wang, Jie Xie, Li Tan},
    journal={arXiv preprint arXiv:2406.09678},
    year={2024},
    archivePrefix={arXiv},
    eprint={2406.09678},
    primaryClass={math.NA cs.NA math.PR}
}