Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients

In this paper, we investigate weak existence and uniqueness of solutions and weak convergence of Euler-Maruyama scheme to stochastic functional differential equations with H\"older continuous drift driven by fractional Brownian motion with Hurst index $H\in (1/2,1)$. The methods used in this paper are Girsanov's transformation and the property of the corresponding reference stochastic differential equations