Observational analysis shows propagation of chaos in particle systems with stochastic differential equations, indicating regime-switching effects in convex domain models.
In this paper, the reflected Mckean-Vlasov equations with regime-switching over a convex domain is studied for the first time. We first establish the well-posedness of stochastic differential equations with regime-switching by using fixed point Theorem. Then, by using coupling method, the propagation of chaos for the particle system is also obtained.
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Li et al. (2025) studied this question.
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