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 $X=(X_t{)}_{t\in [0,T]}$ and $ Y = (Y_t)_{t \in [0,…