Yating Liu

most citedMonotone convex order for the McKean-Vlasov processes

3 citations · 3 across the 1 of their papers we have counts for

collaborators

2 papers

math.PR2021★ 3 cited

Monotone convex order for the McKean-Vlasov processes

Yating Liu, Gilles Pagès

In this paper, we establish the monotone convex order between two $R$ -valued McKean-Vlasov processes $X = (X_{t})_{t \in [0, T]}$ and $Y = (Y_{t})_{t \in [0, T]}$ defined on a filte…

math.ST2018

Convergence rate of optimal quantization grids and application to empirical measure

Yating Liu, Gilles Pagès

We study the convergence rate of the optimal quantization for a probability measure sequence $(μ_{n})_{n \in N^{*}}$ on $R^{d}$ converging in the Wasserstein distan…