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The density evolution of the killed McKean–Vlasov process - MaRDI portal

The density evolution of the killed McKean–Vlasov process (Q5086500)

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scientific article; zbMATH DE number 7553648
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The density evolution of the killed McKean–Vlasov process
scientific article; zbMATH DE number 7553648

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    The density evolution of the killed McKean–Vlasov process (English)
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    5 July 2022
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    McKean-Vlasov stochastic differential equations
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    absorbing boundary
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    integro-differential Fokker-Planck equation
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    Cauchy-Dirichlet data
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