For example,a large population interacting system of the form $ dX_i=\frac{1}{N}\sum b(t,X_i) dt+\frac{1}{N}\sigma(t,X_i)dW +\frac{1}{N}\int \theta(t,X_i,Z)N(ds,dZ)$
when $\theta=0$,it can be be approximated by a McKean Vlasov type SDE whose coefficient is the mean values.
At last in the Lipschitz case ,the proof is based on the Law of large number and the method which has been used to prove the uniqueness.
It seems easy to be generalized to the jump case ,since in the jump case we can also prove the uniqueness by estimating the solution of SDE with coefficient ($b-b',\sigma-\sigma'$).
Is that right？I havn't seen any parper about this case.
