Strong convergence of Euler scheme for Mckean-Vlasov Stochastic variational inequalities with locally Hölder continuous diffusion coefficients

In this paper we establish strong convergence of Euler-Maruyama approximation for one-dimensional Mckean-Vlasov stochastic variational inequalities when the drift terms are locally Lipschitz continuous, and the diffusion terms are locally Hölder continuous with respect to the state variables. Convergence rates are obtained for reflected Mckean-Vlasov stochastic differential equations when the drift terms are possibly of super-linear growth, while the diffusion terms are Hölder continuous.