Propagation of chaos for mean-field reflected BSDEs with jumps (2406.12517v2)

Abstract: In this paper, we study a class of mean-field reflected backward stochastic differential equations (MF-RBSDEs) driven by a marked point process and also analyze MF-RBSDEs driven by a Poisson process. Based on a $g$-expectation representation lemma, we give the existence and uniqueness of the particle system of MF-RBSDEs driven by a marked point process under Lipschitz generator conditions and obtain a convergence result of this system. We also establish the well-posedness of the MF-RBSDEs driven by a Poisson process and the convergence rate of the corresponding particle system towards the solution to the MF-RBSDEs driven by a Poisson process under bounded terminal, bounded obstacle conditions.