McKean-Vlasov Equation With Common-Noise

Convex order and increasing convex order for McKean-Vlasov processes with common noise
Convex order and increasing convex order for McKean-Vlasov processes with common noise

We establish the conditional convex order and increasing convex order for McKean-Vlasov equations with common noise. Applications to stochastic control are also discussed.

Apr 24, 2025