Monotone convex order for the McKean-Vlasov processes (Q2169075): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2022.06.003
@@ Property / DOI: 10.1016/j.spa.2022.06.003 / rank @@
-Normal rank
@@ Property / arXiv ID @@
+.10421
@@ Property / arXiv ID: 2104.10421 / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling of probability measures in the convex order by Wasserstein projection
+Normal rank
@@ Property / cites work @@
+Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and FitzHugh-Nagumo neurons
+Normal rank
@@ Property / cites work @@
+Comparison of option prices in semimartingale models
+Normal rank
@@ Property / cites work @@
+Comparison of semimartingales and Lévy processes
@@ Property / cites work: Comparison of semimartingales and Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison results for path-dependent options
@@ Property / cites work: Comparison results for path-dependent options / rank @@
+Normal rank
@@ Property / cites work @@
+Weak decreasing stochastic order
@@ Property / cites work: Weak decreasing stochastic order / rank @@
+Normal rank
@@ Property / cites work @@
+Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons''
+Normal rank
@@ Property / cites work @@
+A stochastic particle method for the McKean-Vlasov and the Burgers equation
+Normal rank
@@ Property / cites work @@
+Mean field game of controls and an application to trade crowding
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+Control of McKean-Vlasov dynamics versus mean field games
+Normal rank
@@ Property / cites work @@
+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options
+Normal rank
@@ Property / cites work @@
+On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales
+Normal rank
@@ Property / cites work @@
+Mean stochastic comparison of diffusions
@@ Property / cites work: Mean stochastic comparison of diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Peacocks and associated martingales, with explicit constructions
+Normal rank
@@ Property / cites work @@
+A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet
+Normal rank
@@ Property / cites work @@
+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
+Normal rank
@@ Property / cites work @@
+Mean-field treatment of the many-body Fokker–Planck equation
+Normal rank
@@ Property / cites work @@
+Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach
+Normal rank
@@ Property / cites work @@
+The Existence of Probability Measures with Given Marginals
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2022.06.003
@@ Property / DOI: 10.1016/J.SPA.2022.06.003 / rank @@
+Normal rank