Strong convergence of tamed theta scheme for superlinearly growing McKean-Vlasov NSDDEs driven by fractional Brownian motions

Abstract

In this article, we study the McKean-Vlasov neutral stochastic differential delay equations driven by fractional Brownian motion with super-linearly growing coefficients, where the Hurst exponent $H\in (1/2,1)$. The existence and uniqueness of the exact solution were shown by the Picard iteration. Besides, we propose a tamed theta Euler-Maruyama scheme for this equation, analyzed the moment boundness and propagation of chaos etc. Moreover, the convergence rate of the numerical scheme is established.

arXiv admin note: text overlap with arXiv:2406.09678