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We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is constrained to a (no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63b4d340858c1d980cd4c7333a9dc591
Autor:
Croix, Jean-Charles
Publikováno v:
First workshop on Gaussian processes at Saint-Etienne
First workshop on Gaussian processes at Saint-Etienne, Julian Tugaut, Olivier Alata, Laurence Grammont, et Romain Ravaille, Nov 2017, Saint Etienne, France
First workshop on Gaussian processes at Saint-Etienne, Julian Tugaut, Olivier Alata, Laurence Grammont, et Romain Ravaille, Nov 2017, Saint Etienne, France
National audience
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::aa2a1eeefdd9b781424bd9019b56561d
https://hal-emse.ccsd.cnrs.fr/emse-01878513
https://hal-emse.ccsd.cnrs.fr/emse-01878513