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.
翻译:本文主要研究由Hurst指数$H\in(1/2, 1)$的分数布朗运动驱动的具有超线性延迟的中立McKean-Vlasov随机微分方程的强收敛性。在给出精确解的存在唯一性后,我们分析了矩有界性与混沌传播等性质。此外,我们给出了Euler-Maruyama(EM)格式,并证明数值解强收敛于精确解。最后,通过相应的数值算例验证了理论结果。