 Mckean–Vlasov stochastic functional differential equations with common noise driven by fractional Brownian motionsJiangpeng Wang, Guangjun Shen and Xuekang Zhang Chaos, Solitons & Fractals, 2026, vol. 209, issue P1 Abstract: In this paper, we investigate Mckean–Vlasov stochastic functional differential equations with common noise driven by fractional Brownian motion with Hurst parameter H>12, where the dynamics of the underlying process depend on both its historical trajectories and the conditional probability distributions of the system. Firstly, by using the Carathéodory approximation method, we establish the well-posedness of solutions to the considered equations under non-Lipschitz conditions, and further analyze the continuity of the solutions with respect to the initial value. Secondly, we derive the conditional propagation of chaos property for the proposed equation framework, rigorously characterizing the asymptotic behavior of interacting particle systems. Our equation is a generalization of the model introduced by Carmona and Delarue (2018). Finally, a numerical example is presented to illustrate the validity of our theoretical results. Keywords: Propagation of chaos; McKean–Vlasov SDEs; Fractional Brownian motion; Interacting particle system (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:209:y:2026:i:p1:s0960077926006302 DOI: 10.1016/j.chaos.2026.118489 Access Statistics for this article Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros More articles in Chaos, Solitons & Fractals from Elsevier |
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