McKean–Vlasov equations involving hitting times: Blow-ups and global solvability-Reference-Cited by-同舟云学术

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McKean–Vlasov equations involving hitting times: Blow-ups and global solvability

Published:2024-02-01 Issue:1B Volume:34 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Bayraktar Erhan¹,Guo Gaoyue²,Tang Wenpin³,Zhang Yuming Paul⁴

Affiliation:

1. Department of Mathematics, University of Michigan

2. Laboratoire MICS and CNRS FR-3487, Université Paris-Saclay CentraleSupélec

3. Department of Industrial Engineering and Operations Research, Columbia University

4. Department of Mathematics, University of California, San Diego

Publisher

Institute of Mathematical Statistics

Reference35 articles.

1. Carmona, R., Delarue, F. and Lachapelle, A. (2013). Control of McKean–Vlasov dynamics versus mean field games. Math. Financ. Econ. 7 131–166.

2. BOLLEY, F., GENTIL, I. and GUILLIN, A. (2013). Uniform convergence to equilibrium for granular media. Arch. Ration. Mech. Anal. 208 429–445.

3. BAKER, G. and SHKOLNIKOV, M. (2022). Zero kinetic undercooling limit in the supercooled Stefan problem. Ann. Inst. Henri Poincaré Probab. Stat. 58 861–871.

4. DELARUE, F., INGLIS, J., RUBENTHALER, S. and TANRÉ, E. (2015). Global solvability of a networked integrate-and-fire model of McKean–Vlasov type. Ann. Appl. Probab. 25 2096–2133.

5. DELARUE, F., NADTOCHIY, S. and SHKOLNIKOV, M. (2022). Global solutions to the supercooled Stefan problem with blow-ups: Regularity and uniqueness. Probab. Math. Phys. 3 171–213.

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