collaborators

1 paper

math.PR2025

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

Ben Hambly, Aldaïr Petronilia, Christoph Reisinger +2

We consider a family of McKean--Vlasov equations arising as the large particle limit of a system of interacting particles on the positive half-line with common noise and feedback.…