Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
Artikel i vetenskaplig tidskrift, 2025
mean-field Langevin dynamics
Interacting particle system
reflected stochastic differential equations
consensus-based optimization
reflected mean-field diffusion
propagation of chaos
constrained sampling
constrained optimization
Författare
Piers D. Hinds
University of Nottingham
Akash Sharma
Göteborgs universitet
Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik
Michael V. Tretyakov
University of Nottingham
Mathematical Models and Methods in Applied Sciences
0218-2025 (ISSN) 17936314 (eISSN)
Vol. 35 8 1845-1887Ämneskategorier (SSIF 2025)
Sannolikhetsteori och statistik
DOI
10.1142/S0218202525500241