McKean-Vlasov equations with positive feedback through elastic stopping times

DOI10.1214/22-ECP482zbMath1498.35640arXiv2203.10787MaRDI QIDQ2675988

Julian Meier, Benjamin M. Hambly

Publication date: 26 September 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.10787

zbMATH Keywords

particle systemcontagionsingular interactionsMcKean-Vlasov problem

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61)

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