01.
arXiv (math.PR)
2026-06-18
On a class of reflected McKean-Vlasov Stochastic Differential Equations with jumps
Authors:
arXiv:2606.18433v1 Announce Type: new Abstract: This paper investigates a class of reflected McKean-Vlasov Stochastic Differential Equations driven by both Brownian motion and a compensated Poisson random measure. We establish the existence and uniqueness of solutions and provide moments estimates for the state processes.