Lévy-driven McKean-Vlasov SDEs are strongly well-posed under weak monotonicity and weak coercivity, with quantitative propagation of chaos.
and Delarue, F.: Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games , Springer, Cham, 2018
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A note on L\'evy-driven McKean-Vlasov SDEs under monotonicity
Lévy-driven McKean-Vlasov SDEs are strongly well-posed under weak monotonicity and weak coercivity, with quantitative propagation of chaos.