On a class of Reflected Mean-Field Stochastic Differential Equations with jumps

Mohammed Elhachemy

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arXiv · 2606.18433

On a class of Reflected Mean-Field Stochastic Differential Equations with jumps

Mohammed Elhachemy

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Abstract

This paper investigates a class of Reflected Mean-Field Stochastic Differential Equations when the noise is driven by a Brownian motion and an independent Poisson measure. We prove the existence and uniqueness of solutions and provide moments estimates for the state processes. We apply our result to derive a Feynman-Kac formula for the solution of an Integral-Partial Differential Equation with Neumann boundary conditions.

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Mohammed Elhachemy. 2026-06-16. On a class of Reflected Mean-Field Stochastic Differential Equations with jumps. https://arxiv.org/abs/2606.18433

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