Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424)
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scientific article; zbMATH DE number 7440301
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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