Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle

DOI10.1016/j.jmaa.2024.128080arXiv2301.08029MaRDI QIDQ6198302

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Publication date: 21 February 2024

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.08029

zbMATH Keywords

averaging principlepropagation of chaosmean-field systemconditional McKean-Vlasov equations

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Jump processes on general state spaces (60J76)

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