Forward-Backward McKean-Vlasov System with Jumps and a Monotone Source With \`a Control-Shifted Interface : Well-Posedness, Stability, and Yosida Rates
We study a forward-backward McKean-Vlasov system with jumps and one-way coupling: the forward equation is independent of the backward variables, whereas the BSDE depends on the forward state and its law. A source generated by a maximal monotone operator is evaluated along the forward state and then accumulated in the b...