An explicit Euler–Maruyama method for McKean–Vlasov SDEs driven by fractional Brownian motion

In this paper, we establish the theory of propagation of chaos and propose an Euler–Maruyama method for McKean–Vlasov SDEs driven by fractional Brownian motion with Hurst parameter H∈(0,1/2)∪(1/2,1). Meanwhile, upper bounds for errors in the Euler–Maruyama method are obtained. Two numerical examples are demonstrated to verify the theoretical results.