Functional convex order for the scaled McKean-Vlasov processes

DOI10.1214/22-aap1924arXiv2005.03154OpenAlexW3022277802MaRDI QIDQ6179331

Gilles Pagès, Yating Liu

Publication date: 16 January 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.03154

zbMATH Keywords

diffusion processMcKean-Vlasov equationmean field controlfunctional convex orderconvergence rate of the Euler scheme

Mathematics Subject Classification ID

Stochastic processes (60G99) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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