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Occupation BAsed Propagation of Chaos for MacKean Vlasov Forward Backward Systems with Jumps and Monotone Sources

Tshiswaka, Tcheick Kayembe et al.
arXiv (All) · Papers
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optimization-and-controlprobability
We study robust Mckean-Vlasov Forxard Backward systems with jumps under a nondominated family of probability measures. The backward equation contains a lawdependent nonsmooth monotone source motivated by asymmetric loss aversion. We establish well-posedness and stability of the system, analyze its Y
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