Nadtochiy, Sergey; Shkolnikov, Mykhaylo Mean field systems on networks, with singular interaction through hitting times. (English) Zbl 1448.82032 Ann. Probab. 48, No. 3, 1520-1556 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 82C22 05C57 54H25 92C20 PDFBibTeX XMLCite \textit{S. Nadtochiy} and \textit{M. Shkolnikov}, Ann. Probab. 48, No. 3, 1520--1556 (2020; Zbl 1448.82032) Full Text: DOI arXiv Euclid
Nadtochiy, Sergey; Shkolnikov, Mykhaylo Particle systems with singular interaction through hitting times: application in systemic risk modeling. (English) Zbl 1417.35204 Ann. Appl. Probab. 29, No. 1, 89-129 (2019). Reviewer: Rodica Luca (Iaşi) MSC: 35Q91 35B65 35K20 82C22 91G80 35B44 PDFBibTeX XMLCite \textit{S. Nadtochiy} and \textit{M. Shkolnikov}, Ann. Appl. Probab. 29, No. 1, 89--129 (2019; Zbl 1417.35204) Full Text: DOI arXiv Euclid