84 citations · 686 across the 54 of their papers we have counts for
6 papers · 1 filter
Monte Carlo estimation of the solution of fractional partial differential equations
Vassili Kolokoltsov, Feng Lin, Aleksandar Mijatovic
The paper is devoted to the numerical solutions of fractional PDEs based on its probabilistic interpretation, that is, we construct approximate solutions via certain Monte Carlo si…
The law of large numbers for quantum stochastic filtering and control of many particle systems
Vassili N. Kolokoltsov
There is an extensive literature on the dynamic law of large numbers for systems of quantum particles, that is, on the derivation of an equation describing the limiting individual…
Continuous time random walks modeling of quantum measurement and fractional equations of quantum stochastic filtering and control
Vassili N. Kolokoltsov
Initially developed in the framework of quantum stochastic calculus, the main equations of quantum stochastic filtering were later on derived as the limits of Markov models of disc…
Quantum mean field games
Vassili N. Kolokoltsov
Quantum games represent the really 21st century branch of game theory, tightly linked to the modern development of quantum computing and quantum technologies. The main accent in th…
On a probabilistic derivation of the basic particle statistics (Bose-Einstein, Fermi-Dirac, canonical, grand-canonical, intermediate) and related distributions
Vassili N. Kolokoltsov
Combining intuitive probabilistic assumptions with the basic laws of classical thermodynamics, using the latter to express probabilistic parameters in terms of the thermodynamic qu…
Dynamic Quantum Games
Vassili Kolokoltsov
Quantum games represent the really 21st century branch of game theory, tightly linked to the modern development of quantum computing and quantum technologies. The main accent in th…