McKean-Vlasov equations involving hitting times: blow-ups and global solvability

Erhan Bayraktar, Gaoyue Guo, Wenpin Tang +1

This paper is concerned with the analysis of blow-ups for two McKean-Vlasov equations involving hitting times. Let $(B(t);t\ge 0)$ be standard Brownian motion, and $τ:= \inf\{…