2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/146901We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our method uses forward-backward stochastic calculus and extends previous results in the one-dimensional case. We also study a geometric interpretation of convex ordering for discrete measures in connection with the conditions set on the jump heights and intensities of the considered processes.Probability60E15; 60H05, 60G44, 60G55text