标题： 关于具有共同噪声的Lévy驱动McKean-Vlasov随机微分方程的无限时间范围近似 显示英文标题

标题： On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with common noise

摘要： 在本工作中，我们通过概率测度空间中的压缩映射原理，建立了由Lévy过程驱动的具有共同噪声的无限时间范围麦考恩-弗拉索夫随机微分方程（SDEs）解的存在性和唯一性。此外，我们在存在共同噪声的情况下分析了Lévy驱动的麦考恩-弗拉索夫SDEs的混沌传播。 显示英文摘要

摘要： In this work, we establish the existence and uniqueness of solutions to McKean-Vlasov stochastic differential equations (SDEs) driven by L\'evy processes with common noise on an infinite time horizon, by means of a contraction mapping principle in the space of probability measures. In addition, we analyse the propagation of chaos for L\'evy-driven McKean-Vlasov SDEs in the presence of common noise.