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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
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…