McKean-Vlasov equations involving hitting times: blow-ups and global solvability
DOI10.1214/23-aap1999arXiv2010.14646OpenAlexW4391483277MaRDI QIDQ6126810
Erhan Bayraktar, Gaoyue Guo, Wenpin Tang, Yuming Paul Zhang
Publication date: 10 April 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.14646
entropycomparison principleself-similar solutionStefan problemgeneralized solutionhitting timesFokker-Planck equationsblow-upsMcKean-Vlasov equations
Applications of stochastic analysis (to PDEs, etc.) (60H30) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61)
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