Zobrazeno 1 - 10
of 123
pro vyhledávání: '"Kolokoltsov, V."'
Publikováno v:
Chaos Solitons Fractals 102 (2017), 184 - 196
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations for the solu
Externí odkaz:
http://arxiv.org/abs/1706.00319
This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we obtain wel
Externí odkaz:
http://arxiv.org/abs/1509.04139
Autor:
Gorban, A. N., Kolokoltsov, V. N.
Publikováno v:
Mathematical Modelling of Natural Phenomena 10 (5), 16-46, 2015
The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic equations allow L
Externí odkaz:
http://arxiv.org/abs/1504.08317
Akademický článek
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Autor:
Kolokoltsov, V., Veretennikova, M.
The purpose is to study the Cauchy problem for non-linear in time and space pseudo-differential equations. These include the fractional in time versions of HJB equations governing the controlled scaled CTRW. As a preliminary step which is of independ
Externí odkaz:
http://arxiv.org/abs/1402.6735
Autor:
Kolokoltsov, V., Veretennikova, M.
In this paper we study controlled continuous time random walks (CTRWs) and heuristically derive pay-off function dynamic programming (DP) equations which turn in the limit of standard scaling to fractional Hamilton Jacobi Bellman type equations. This
Externí odkaz:
http://arxiv.org/abs/1203.6333
Autor:
Kolokoltsov, V. N.1,2 (AUTHOR) v.n.kolokoltsov@gmail.com, Troeva, M. S.3 (AUTHOR)
Publikováno v:
Mathematical Notes. Oct2022, Vol. 112 Issue 3/4, p561-575. 15p.
In this paper the standard prisoners' dilemma is embedded in environmental conditions in which the interaction takes place. This provides a theoretical background to the analysis of the empirical studies which indicate that including additional facto
Externí odkaz:
http://arxiv.org/abs/math/0406528
Autor:
Kolokoltsov, V. N.1,2,3 (AUTHOR) v.kolokoltsov@warwick.ac.uk
Publikováno v:
Theoretical & Mathematical Physics. Jul2021, Vol. 208 Issue 1, p937-957. 21p.
Akademický článek
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