Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424): Difference between revisions

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Latest revision as of 10:26, 30 July 2024

scientific article; zbMATH DE number 7440301
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English
Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary
scientific article; zbMATH DE number 7440301

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    Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (English)
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    8 December 2021
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    supercooled Stefan problem
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    Volterra equations
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    structural credit contagion model
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    small interaction parameter
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