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Bibliographic Details
Main Authors: Shen, Guangjun, Wang, Jiangpeng, Zhang, Xuekang
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2512.17300
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Table of 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.