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Kaushansky V, Reisinger C, Shkolnikov M, Song ZQ. Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem. ANN APPL PROBAB 2023. [DOI: 10.1214/22-aap1815] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/24/2023]
Affiliation(s)
- Vadim Kaushansky
- Department of Mathematics, University of California, Los Angeles
| | | | - Mykhaylo Shkolnikov
- ORFE Department, Bendheim Center for Finance, and Program in Applied & Computational Mathematics, Princeton University
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Kumar C, Neelima, Reisinger C, Stockinger W. Well-posedness and tamed schemes for McKean–Vlasov equations with common noise. ANN APPL PROBAB 2022. [DOI: 10.1214/21-aap1760] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Chaman Kumar
- Department of Mathematics, Indian Institute of Technology Roorkee
| | - Neelima
- Department of Mathematics, Ramjas College, University of Delhi
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Hambly B, Meier J. McKean-Vlasov equations with positive feedback through elastic stopping times. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2022. [DOI: 10.1214/22-ecp482] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Ben Hambly
- Mathematical Institute, University of Oxford, United Kingdom
| | - Julian Meier
- Mathematical Institute, University of Oxford, United Kingdom
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