A stochastic mckean-vlasov equation for absorbing diffusions on the half-line

Annals of Applied Probability

Volumn 27, Issue 5, 2017, Pages 2698-2752

  Hambly, Ben ^a   Ledger, Sean ^b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

McKean Vlasov problem; Nonlinear SPDE; Skorokhod M1 topology

Indexed keywords

EID: 85033681561     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/16-AAP1256     Document Type: Article

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