Open AccessA McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries
Author(s) -
Michele Coghi,
Wolfgang Dreyer,
Paul Gajewski,
Clemens Guhlke,
Peter K. Friz,
Mario Maurelli
Publication year - 2022
Publication title -
siam journal on mathematical analysis
Language(s) - English
Resource type - Journals
eISSN - 1095-7154
pISSN - 0036-1410
DOI - 10.1137/21m1409421
Subject(s) - particle system , convergence (economics) , particle (ecology) , domain (mathematical analysis) , mathematics , position (finance) , limit (mathematics) , reflection (computer programming) , mathematical analysis , vlasov equation , interacting particle system , boundary (topology) , statistical physics , physics , plasma , quantum mechanics , computer science , oceanography , finance , stochastic differential equation , continuous time stochastic process , geology , economics , programming language , economic growth , operating system