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math.PR2024
Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
Imane Jarni, Badr Missaoui, Youssef Ouknine
In this paper, we investigate the deterministic multidimensional Skorokhod problem with normal reflection in a family of time-dependent convex domains that are càdlàg with respect…
math.PR2024
Intrinsic regularization by noise for mean field games
François Delarue, Youssef Ouknine
The purpose of this article is to show that an intrinsic noise with values in the space of probability measures may force uniqueness to first order…