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In this paper, our main aim is to investigate the strong convergence for a McKean-Vlasov stochastic differential equation with super-linear delay driven by fractional Brownian motion with Hurst exponent H∈(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.
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Wang et al. (2024) studied this question.
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