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Functional convex order for the scaled McKean-Vlasov processes - MaRDI portal

Functional convex order for the scaled McKean-Vlasov processes (Q6179331)

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scientific article; zbMATH DE number 7789640
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English
Functional convex order for the scaled McKean-Vlasov processes
scientific article; zbMATH DE number 7789640

    Statements

    title
    Functional convex order for the scaled McKean-Vlasov processes (English)
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    author
    Yating Liu
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    Gilles Pagès
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    publication date
    16 January 2024
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    zbMATH Keywords
    convergence rate of the Euler scheme
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    diffusion process
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    functional convex order
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    McKean-Vlasov equation
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    mean field control
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    cites work
    Q3526643
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    Q5581948
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    Q4226355
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    Identifiers

    arXiv ID
    2005.03154
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    DOI
    10.1214/22-aap1924
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    Mathematics Subject Classification ID
    60G65
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    60G99
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    60H35
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    zbMATH DE Number
    7789640
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    OpenAlex ID
    W3022277802
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