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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.PR2022
McKean-Vlasov Equations with Positive Feedback through Elastic Stopping Times
Ben Hambly, Julian Meier
We prove existence and uniqueness of physical and minimal solutions to McKean-Vlasov equations with positive feedback through elastic stopping times. We do this by establishing a r…