Averaging Principle for McKean-Vlasov SDEs Driven by FBMs

This paper considers a class of mixed slow-fast McKean–Vlasov stochastic differential equations that contain the fractional Brownian motion with Hurst parameter \(H > 1/2\) $H>1/2$ and the standard Brownian motion. Firstly, we prove an existence and uniqueness theorem for the mixed coupled system. Secondly, under suitable assumptions on the coefficients, using the approach of Khasminskii’s time discretization, we prove that the slow component strongly converges to the solution of the corresponding averaged equation in the mean square sense.