Mathematics > Probability
arXiv:2606.18433 (math)
[Submitted on 16 Jun 2026]
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.
Submission history
From: Mohammed Elhachemy [view email]
[v1]
Tue, 16 Jun 2026 19:27:25 UTC (41 KB)
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