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A singular two-phase Stefan problem and particles interacting through their hitting times - MaRDI portal

A singular two-phase Stefan problem and particles interacting through their hitting times

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Publication:6620075

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DOI10.1214/24-aap2072MaRDI QIDQ6620075

Graeme Baker, Mykhaylo Shkolnikov

Publication date: 16 October 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

free boundary problems Stefan problems interacting particle systems systemic risk mean-field models singular interactions

Mathematics Subject Classification ID

Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Interacting particle systems in time-dependent statistical mechanics (82C22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Second-order parabolic equations (35K10)

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