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math.PR2023★ 2 cited
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.…
math.PR2020
Propagation of minimality in the supercooled Stefan problem
Christa Cuchiero, Stefan Rigger, Sara Svaluto-Ferro
Supercooled Stefan problems describe the evolution of the boundary between the solid and liquid phases of a substance, where the liquid is assumed to be cooled below its freezing p…