Vassili N. Kolokoltsov
- Symmetric Stable Laws and Stable-Like Jump-Diffusions
2000/05/01 by Vassili Kolokoltsov, Vassili N. Kolokoltsov · 10 citations
Economics, Econometrics and Finance · Mathematics · Computer Science · #Stochastic processes and financial applications #advanced mathematical theories #Advanced Mathematical Modeling in Engineering
- Mean Field Games and Nonlinear Markov Processes
2011/12/16 by Vassili N. Kolokoltsov, Jiajie Li, Kolokoltsov, Vassili N. +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Complex Systems and Time Series Analysis
- Monte Carlo estimation of the solution of fractional partial\n differential equations
2020/12/27 by Vassili N. Kolokoltsov, Lin Feng, Kolokoltsov, Vassili +3 · 2 citations
Mathematics · #Fractional Differential Equations Solutions #Mathematical functions and polynomials #Statistical Distribution Estimation and Applications
- Quantum mean field games
2020/05/05 by Vassili N. Kolokoltsov, Kolokoltsov, Vassili N. · 1 citation
Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #81Q93 #91A06 #91A15 #93E11 #93E20 #Complex Systems and Time Series Analysis #FOS: Mathematics #FOS: Physical sciences #Optimization and Control (math.OC) #Quantum Information and Cryptography #Quantum Mechanics and Applications #Quantum Physics (quant-ph)
- On quantum Stochastic Master equations
2024/06/13 by Vassili N. Kolokoltsov, Kolokoltsov, Vassili N. · 1 citation
Computer Science · #60H15 #60K35 #81P15 #81Q05 #81Q93 #FOS: Mathematics #Probability (math.PR) #Quantum Computing Algorithms and Architecture