论文标题
McKean-Vlasov方程，通过弹性停止时间有积极的反馈
McKean-Vlasov Equations with Positive Feedback through Elastic Stopping Times
论文作者
论文摘要
我们证明了对麦凯恩·维拉索夫方程的物理和最小解决方案的存在和独特性，并通过弹性停止时间进行积极的反馈。我们通过建立这个问题与吸收停止时间的问题之间的关系来做到这一点。我们显示了粒子系统与McKean-Vlasov方程的收敛性。此外，我们建立了弹性的麦凯恩·维拉索夫（McKean-Vlasov）问题，即吸收停止时间和反映布朗运动的问题，因为弹性参数分别为无穷大或零。
We prove existence and uniqueness of physical and minimal solutions to McKean-Vlasov equations with positive feedback through elastic stopping times. We do this by establishing a relationship between this problem and a problem with absorbing stopping times. We show convergence of a particle system to the McKean-Vlasov equation. Moreover, we establish convergence of the elastic McKean-Vlasov problem to the problem with absorbing stopping times and to a reflecting Brownian motion as the elastic parameter goes to infinity or zero respectively.
