Convergence rate of the Euler-Maruyama scheme to density dependent SDEs driven by α-stable additive noise

In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by α-stable processes with α∈(1,2). The well-posedness of these equations has been previously obtained in {wu2023well}. We derive an explicit convergence rate in total variation for the Euler-Maruyama scheme, employing a technique rooted in {hao2023}.