52 citations · 60 across the 5 of their papers we have counts for
5 papers
Fractional kinetic equations
Vassili N. Kolokoltsov, Marianna S. Troeva
We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional…
Abstract McKean-Vlasov and HJB equations, their fractional versions and related forward-backward systems on Riemannian manifolds
Vassili N. Kolokoltsov, Marianna S. Troeva
We introduce a class of abstract nonlinear fractional pseudo-differential equations in Banach spaces that includes both the Mc-Kean-Vlasov-type equations describing nonlinear Marko…
Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
Vassili Kolokoltsov, Marianna Troeva
In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean-Vlasov type generated by stable-like processes. By using the method of stochastic ch…
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…
On the mean field games with common noise and the McKean-Vlasov SPDEs
Vassili Kolokoltsov, Marianna Troeva
We formulate the MFG limit for interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equ…