Monotone convex order for the McKean-Vlasov processes

Yating Liu, Gilles Pagès

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