1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.PR2024
Convex comparison of Gaussian mixtures
Benjamin Jourdain, Gilles Pagès
Motivated by the study of the propagation of convexity by semi-groups of stochastic differential equations and convex comparison between the distributions of solutions of two such…
math.PR2023★ 1 cited
Convex ordering of solutions to one-dimensional SDEs
Benjamin Jourdain, Gilles Pagès
In this paper, we are interested in the propagation of convexity by the strong solution to a one-dimensional Brownian stochastic differential equation with coefficients Lipschitz i…