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Journal Articles Stochastic Processes and their Applications Year : 2022

Monotone convex order for the McKean–Vlasov processes

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hal-03891164 , version 1 (09-12-2022)

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Yating Liu, Gilles Pagès. Monotone convex order for the McKean–Vlasov processes. Stochastic Processes and their Applications, 2022, 152, pp.312-338. ⟨10.1016/j.spa.2022.06.003⟩. ⟨hal-03891164⟩
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