Liu Yating - CV

CEREMADE

Liu Yating

Associate Professor

Publications

Articles

Liu Y., Pagès G. (2023), Functional convex order for the scaled McKean–Vlasov processes, Annals of Applied Probability, vol. 33, n°6A

Liu Y., Pagès G. (2022), Monotone convex order for the McKean-Vlasov processes, Stochastic Processes and their Applications, vol. 152, p. 312-338

Liu Y., Pagès G. (2020), Characterization of probability distribution convergence in Wasserstein distance by Lp -quantization error function, Bernoulli, vol. 26, n°2, p. 1171-1204

Prépublications / Cahiers de recherche

Hoffmann M., Liu Y. (2023), A statistical approach for simulating the density solution of a McKean-Vlasov equation, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 29 p.

Liu Y. (2022), Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL

Bernou A., Liu Y. (2022), Path-dependent McKean-Vlasov equation: strong well-posedness and convergence of an interpolated Euler scheme, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 33 p.

Liu Y., Pagès G. (2022), Functional convex order for the scaled McKean-Vlasov processes, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 33 p.

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