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Contagious McKean--Vlasov problems with common noise: from smooth to singular feedback through hitting times

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hambly, Ben, Petronilia, Aldaïr, Reisinger, Christoph, Rigger, Stefan, Søjmark, Andreas
Format:	Preprint
Published:	2023
Subjects:	Probability 60G57, 60H15, 60H30, 82C22, 34B16
Online Access:	Acceder al recurso
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