Large Deviations and Exit-times for reflected McKean-Vlasov equations with self-stabilizing terms and superlinear drifts
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DOI: 10.1016/j.spa.2021.12.017
Abstract: We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is constrained to a (not… read more here.
Keywords: self stabilizing; reflected mckean; mckean vlasov; large deviations ... See more keywords