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

Michele Coghi | Zendy; Wolfgang Dreyer | Zendy; Peter K. Friz | Zendy; Paul Gajewski | Zendy; Clemens Guhlke | Zendy; Mario Maurelli | Zendy

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

Author(s) -

Michele Coghi,

Wolfgang Dreyer,

Peter K. Friz,

Paul Gajewski,

Clemens Guhlke,

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

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