A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries-Reference-Cited by-同舟云学术

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A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries

Published:2022-04 Issue:2 Volume:54 Page:2251-2294
ISSN:0036-1410
Container-title:SIAM Journal on Mathematical Analysis
language:en
Short-container-title:SIAM J. Math. Anal.

Author:

Coghi Michele,Dreyer Wolfgang,Friz Peter K.,Gajewski Paul,Guhlke Clemens,Maurelli Mario^ORCID

Funder

Einstein Center for Mathematics Berlin

Hausdorff Research Institute for Mathematics

H2020 European Research Council

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Computational Mathematics,Analysis

Reference32 articles.

1. Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier

2. Forward and backward stochastic differential equations with normal constraints in law

3. Solving mean field rough differential equations

4. Particles systems and numerical schemes for mean reflected stochastic differential equations

5. BSDEs with mean reflection

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A generalized Dean–Kawasaki equation for an interacting Brownian gas in a partially absorbing medium;Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences;2024-08

2. Large deviations of reflected weakly interacting particle systems;Bernoulli;2024-08-01

3. Uniform approximation of 2D Navier-Stokes equations with vorticity creation by stochastic interacting particle systems;Nonlinearity;2023-11-17

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