Propagation of chaos for mean-field reflected BSDEs with jumps

In this paper, we study a class of mean-field reflected backward stochastic differential equations (MF-RBSDEs) driven by a marked point process and also analyze MF-RBSDEs driven by a Poisson process . Based on a g -expectation representation lemma, we establish the existence and uniqueness of the particle system of MF-RBSDEs driven by a marked point process under Lipschitz generator conditions and obtain a convergence result of this system. In the Poisson setting, we obtain furthermore the convergence rate of the corresponding particle system toward the solution to the MF-RBSDEs driven by a Poisson process under bounded terminals and bounded obstacle conditions.