A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line
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Publication:1688016
DOI10.1214/16-AAP1256zbMath1379.60068arXiv1605.00669OpenAlexW2963777360MaRDI QIDQ1688016
Sean Ledger, Benjamin M. Hambly
Publication date: 4 January 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.00669
Strong limit theorems (60F15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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