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

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