Mean field analysis of interacting network model with jumps

This paper considers an n -particle jump-diffusion system with mean filed interaction, where the coefficients are locally Lipschitz continuous. We address the convergence as n\to\infty of the empirical measure of the jump-diffusions to the solution of a deterministic McKean–Vlasov equation. The strong well-posedness of the associated McKean–Vlasov equation and a corresponding propagation of chaos result are proven. In particular, we also provide precise estimates of the convergence speed with respect to a Wasserstein-like metric.