Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary
In this paper, we study the nonlinear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation of this equation, which is also related to the supercooled Stefan problem, as a structural cred...
| Hauptverfasser: | , , |
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| Format: | Journal article |
| Sprache: | English |
| Veröffentlicht: |
Cambridge University Press
2019
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