A mckean-vlasov sde and particle system with interaction from reflecting boundaries
SIAM JOURNAL ON MATHEMATICAL ANALYSIS(2022)
摘要
We consider a one-dimensional McKean???Vlasov SDE on a domain and the associated mean-field interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and the reflection at the boundaries; these two factors make the effect of reflection nonlocal. We show pathwise well-posedness for the McKean??? Vlasov SDE and convergence for the particle system in the limit of large particle number.
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关键词
McKean-Vlasov SDEs,mean-field interacting diffusions,reflecting boundaries
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