84 citations · 686 across the 54 of their papers we have counts for
5 papers · 1 filter
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…
Generalised Fractional Evolution Equations of Caputo Type
M. E. Hernández-Hernández, V. N. Kolokoltsov, L. Toniazzi
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obt…
Evolutionary game of coalition building under external pressure
Alekos Cecchin, Vassili N. Kolokoltsov
We study the fragmentation-coagulation (or merging and splitting) evolutionary control model as introduced recently by one of the authors, where small players can form coalitio…
Chronological operator-valued Feynman-Kac formulae for generalized fractional evolutions
Vassili Kolokoltsov
We study the generalized fractional linear problem , where is an arbitrary mixture of Caputo derivatives of order at most one and a fami…
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…