A McKean-Vlasov equation with positive feedback and blow-ups

DOI10.1214/18-AAP1455zbMath1423.35224arXiv1801.07703OpenAlexW2963660986WikidataQ127445037 ScholiaQ127445037MaRDI QIDQ2330464

Sean Ledger, Andreas Søjmark, Benjamin M. Hambly

Publication date: 22 October 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.07703

zbMATH Keywords

initial-boundary value problemnonlinear PDEcontagionMcKean-Vlasov equationblow-upssupercooled Stefan problemlarge financial systems

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61)

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