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math.PR2022
An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line
Ben Hambly, Julian Meier, Andreas Sojmark
We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and u…
math.PR2018
Uniqueness for contagious McKean--Vlasov systems in the weak feedback regime
Sean Ledger, Andreas Sojmark
We present a simple uniqueness argument for a collection of McKean-Vlasov problems that have seen recent interest. Our first result shows that, in the weak feedback regime, there i…