Abstract
In this paper, we establish the theory of propagation of chaos and propose an Euler–Maruyama method for McKean–Vlasov SDEs driven by fractional Brownian motion with Hurst parameter H∈(0,1/2)∪(1/2,1). Meanwhile, upper bounds for errors in the Euler–Maruyama method are obtained. Two numerical examples are demonstrated to verify the theoretical results.
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