2 papers
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.NA2024
Particle Method for the McKean-Vlasov equation with common noise
Théophile Le Gall
This paper studies the numerical simulation of the solution to the McKean-Vlasov equation with common noise. We begin by discretizing the solution in time using the Euler scheme, f…