Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts
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DOI: 10.1016/j.spa.2021.12.017
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References listed on IDEAS
- Philippe Briand & Romuald Elie & Ying Hu, 2018. "BSDEs with mean reflection," Post-Print hal-01318649, HAL.
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Cited by:
- Fan, Xiliang & Yu, Ting & Yuan, Chenggui, 2023. "Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions," Stochastic Processes and their Applications, Elsevier, vol. 164(C), pages 383-415.
- Chen, Xingyuan & dos Reis, Gonçalo, 2022. "A flexible split‐step scheme for solving McKean‐Vlasov stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 427(C).
- Ning, Ning & Wu, Jing & Zheng, Jinwei, 2024. "One-dimensional McKean–Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients," Stochastic Processes and their Applications, Elsevier, vol. 171(C).
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Keywords
Reflected McKean–Vlasov equations; Self-stabilising diffusions; Super-linear growth; Freidlin–Wentzell Large Deviations Principle; Eyring–Kramer law;All these keywords.
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