52 citations · 60 across the 5 of their papers we have counts for
Showing math.PRShow all
3 papers · 1 filter
math.PR2022★ 1 cited
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…
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.PR2015★ 52 cited
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…