Author
Graeme Baker
0 works0 citations
Recent research
- Society & EconomicsOpen access
Particle systems and McKean–Vlasov dynamics with singular interaction through local times
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such systems exhibit a breakdown in their solut...