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Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
Published 7 Mar 2024 in math.PR | (2403.04323v1)
Abstract: In the paper, a class of second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps with non-Lipschitz conditions is considered. The existence and uniqueness of the mild solution is established by means of the Carath${\rm \acute{e}}$odory approximation technique. Furthermore, an averaging principle is obtained between the solution of the second-order McKean-Vlasov stochastic evolution equation and that of the simplified equation in mean square sense.
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