Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts
Daniel O. Adams, Gonçalo dos Reis, Romain Ravaille, William Salkeld, Julian Tugaut
Topics & Concepts
MathematicsVlasov equationMathematical analysisApplied mathematicsStatistical physicsPlasmaPhysicsQuantum mechanicsGas Dynamics and Kinetic TheoryAdvanced Thermodynamics and Statistical MechanicsStochastic processes and financial applications