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math.PR2025
Convex order and increasing convex order for McKean-Vlasov processes with common noise
Armand Bernou, Théophile Le Gall, Yating Liu
We establish results on the conditional and standard convex order, as well as the increasing convex order, for two processes and $ Y = (Y_t)_{t \in [0,…
math.PR2025
Creation of chaos for interacting Brownian particles
Armand Bernou, Mitia Duerinckx, Matthieu Ménard
We consider a system of Brownian particles, with or without inertia, interacting in the mean-field regime via a weak, smooth, long-range potential, and starting initially from…
math.PR2024
Particle method for the numerical simulation of the path-dependent McKean-Vlasov equation
Armand Bernou, Yating Liu
We present the particle method for simulating the solution to the path-dependent McKean-Vlasov equation, in which both the drift and the diffusion coefficients depend on the whole…