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math.PR2017★ 6 cited
Regularity and Sensitivity for McKean-Vlasov SPDEs
Vassili Kolokoltsov, Marianna Troeva
In the first part of the paper we develop the sensitivity analysis for the nonlinear McKean-Vlasov diffusions stressing precise estimates of growth of solutions and their derivativ…
math.PR2017
On the solution of two-sided fractional ordinary differential equations of Caputo type
Ma. Elena Hernández-Hernández, Vassili N. Kolokoltsov
This paper provides well-posedness results and stochastic representations for the solutions to equations involving both the right- and the left-sided generalized operators of Caput…