4. Mathematics
  5. Probability

Vassili Kolokoltsov

Mathematics – Probability

Scientist

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Controlled Continuous Time Random Walks and fractional Hamilton Jacobi Bellman equations

Mathematics – Optimization and Control
Scientific paper

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Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black-Scholes equations

Mathematics – Optimization and Control
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Set coverings and invertibility of Functional Galois Connections

Mathematics – Functional Analysis
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Solutions of max-plus linear equations and large deviations

Mathematics – Probability
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Stochastic monotonicity and duality for one-dimensional Markov processes

Mathematics – Probability
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Profile ID: LFWR-SCP-P-105386

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