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Main Authors:	Shen, Guangjun, Wang, Jiangpeng, Zhang, Xuekang
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	https://arxiv.org/abs/2512.17300
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_version_	1866914209829224448
author	Shen, Guangjun Wang, Jiangpeng Zhang, Xuekang
author_facet	Shen, Guangjun Wang, Jiangpeng Zhang, Xuekang
contents	In this paper, we establish the propagation of chaos and Euler-Maruyama method of DDSDE driven by multiplicative fractional Brownian motion with Hurst parameter $H\in (\frac{\sqrt{5}-1}{2},1)$. We have not only obtained an upper bound for the error of the Euler-Maruyama method but also verified the correctness of this result via systematic numerical simulation experiments.
format	Preprint
id	arxiv_https___arxiv_org_abs_2512_17300
institution	arXiv
publishDate	2025
record_format	arxiv
spellingShingle	Euler-Maruyama method for distribution dependent stochastic differential equation driven by multiplicative fractional Brownian motion Shen, Guangjun Wang, Jiangpeng Zhang, Xuekang Probability In this paper, we establish the propagation of chaos and Euler-Maruyama method of DDSDE driven by multiplicative fractional Brownian motion with Hurst parameter $H\in (\frac{\sqrt{5}-1}{2},1)$. We have not only obtained an upper bound for the error of the Euler-Maruyama method but also verified the correctness of this result via systematic numerical simulation experiments.
title	Euler-Maruyama method for distribution dependent stochastic differential equation driven by multiplicative fractional Brownian motion
topic	Probability
url	https://arxiv.org/abs/2512.17300

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