Well-posedness and propagation of chaos for L{é}vy-driven McKean-Vlasov SDEs under Lipschitz assumptions

Thomas Cavallazzi

The first goal of this note is to prove the strong well-posedness of McKean-Vlasov SDEs driven by L{é}vy processes on ${\mathbb{R}}^d$ having a finite moment of order $\beta \in [1,2]$ an…