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In this paper, we study a broad class of McKean-Vlasov stochastic variational inequalities (MVSVIs), where both the drift coefficient b and the diffusion coefficient depend on time t, the state Xₜ and its distribution ₜ. We establish the strong well-posedness, when b is superlinear growth and locally Lipschitz continuous, and is locally H\"older continuous, both with respect to Xₜ and ₜ. Additionally, we present the first propagation of chaos result for MVSVIs.
Ning et al. (Fri,) studied this question.