Reflecting image-dependent SDEs in Wasserstein space and large deviation principle

DOI10.1080/17442508.2023.2199125MaRDI QIDQ6189976FDO

Authors Xue Yang

Publication date 5 February 2024

Published in Stochastics (Search for Journal in Brave)

zbMATH Keywords

Wasserstein spacelarge deviation principleMcKean-Vlasov SDEintrinsic/Lions derivativeimage-dependent SDEreflecting problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales and classical analysis (60G46)

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Cited in

(1)

• Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain

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