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

DOI10.1137/21M1409421zbMath1490.60149arXiv2102.12315OpenAlexW3132277480WikidataQ113779049 ScholiaQ113779049MaRDI QIDQ5071215

Paul Gajewski, Mario Maurelli, Michele Coghi, Peter K. Friz, Clemens Guhlke, Wolfgang Dreyer

Publication date: 20 April 2022

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.12315

zbMATH Keywords

McKean-Vlasov SDEsreflecting boundariesmean-field interacting diffusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Limit theorems in probability theory (60F99)

Related Items (1)

Uniform approximation of 2D Navier-Stokes equations with vorticity creation by stochastic interacting particle systems

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