Andreas Søjmark
- A McKean--Vlasov equation with positive feedback and blow-ups
2018/01/23 by Ben Hambly, Sean Ledger, Hambly, Ben +3 · 6 citations
Mathematics · Physics and Astronomy · #60H10 #60H30 #Advanced Thermodynamics and Statistical Mechanics #Analysis of PDEs (math.AP) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Biology Tumor Growth #Probability (math.PR)
- At the Mercy of the Common Noise: Blow-ups in a Conditional\n McKean--Vlasov Problem
2018/07/13 by Sean Ledger, Andreas Søjmark, Ledger, Sean +1 · 4 citations
Mathematics · Physics and Astronomy · #34B16 #60G57 #60H15 #60H30 #60K35 #82C22 #Advanced Thermodynamics and Statistical Mechanics #Analysis of PDEs (math.AP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and statistical mechanics
- An SPDE Model for Systemic Risk with Endogenous Contagion
2018/01/30 by Ben Hambly, Hambly, Ben, Andreas Søjmark +1 · 3 citations
Economics, Econometrics and Finance · #60H15 #60H30 #82C22 #91G80 #Banking stability, regulation, efficiency #Credit Risk and Financial Regulations #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications
- Dynamic Default Contagion in Heterogeneous Interbank Systems
2020/10/28 by Zachary Feinstein, Andreas Søjmark, Feinstein, Zachary +1 · 1 citation
Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Credit Risk and Financial Regulations #Housing Market and Economics