A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries

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

zbMATH Keywords

McKean-Vlasov SDEs; reflecting boundaries; mean-field interacting diffusions

Mathematics Subject Classification ID

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

Related Items

Uniform approximation of 2D Navier-Stokes equations with vorticity creation by stochastic interacting particle systems

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