A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries
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Publication:5071215
DOI10.1137/21M1409421zbMath1490.60149arXiv2102.12315WikidataQ113779049 ScholiaQ113779049MaRDI QIDQ5071215
Paul Gajewski, Mario Maurelli, Michele Coghi, Peter K. Friz, Clemens Guhlke, Wolfgang Dreyer
Publication date: 20 April 2022
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.12315
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60F99: Limit theorems in probability theory
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