Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424): Difference between revisions
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Revision as of 15:43, 20 February 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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