Preprint
Sep 2026
Occupation BAsed Propagation of Chaos for MacKean Vlasov Forward Backward Systems with Jumps and Monotone Sources
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 Yosida regularization...
Tcheick Kayembe Tshiswaka, R. M. Matendo, Simon NTumba Badibanga et al.
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