Reflecting image-dependent SDEs in Wasserstein space and large deviation principle
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Publication:6189976
DOI10.1080/17442508.2023.2199125MaRDI QIDQ6189976
Publication date: 5 February 2024
Published in: Stochastics (Search for Journal in Brave)
large deviation principleWasserstein spaceMcKean-Vlasov SDEintrinsic/Lions derivativeimage-dependent SDEreflecting problem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Martingales and classical analysis (60G46)
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