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∈(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.
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