[图书][B] Nonlinear Markov processes and kinetic equations

VN Kolokoltsov - 2010 - books.google.com
A nonlinear Markov evolution is a dynamical system generated by a measure-valued
ordinary differential equation with the specific feature of preserving positivity. This feature …

[图书][B] Differentiable measures and the Malliavin calculus

VI Bogachev - 2010 - books.google.com
This book provides the reader with the principal concepts and results related to differential
properties of measures on infinite dimensional spaces. In the finite dimensional case such …

Mean field games and nonlinear Markov processes

VN Kolokoltsov, J Li, W Yang - arXiv preprint arXiv:1112.3744, 2011 - arxiv.org
In this paper, we investigate the mean field games with $ K $ classes of agents who are
weakly coupled via the empirical measure. The underlying dynamics of the representative …

[图书][B] Differential equations on measures and functional spaces

V Kolokoltsov - 2019 - Springer
This is an advanced text on ordinary differential equations (ODEs) in Banach and more
general locally convex spaces, most notably ODEs on measures and various function …

Local existence, lower mass bounds, and a new continuation criterion for the Landau equation

C Henderson, S Snelson, A Tarfulea - Journal of Differential Equations, 2019 - Elsevier
We consider the spatially inhomogeneous Landau equation with soft potentials. First, we
establish the short-time existence of solutions, assuming the initial data has sufficient decay …

On probability laws of solutions to differential systems driven by a fractional Brownian motion

F Baudoin, E Nualart, C Ouyang, S Tindel - 2016 - projecteuclid.org
This article investigates several properties related to densities of solutions (X_t)_t∈0,1 to
differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4 …

On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players

VN Kolokoltsov, M Troeva, W Yang - Dynamic Games and Applications, 2014 - Springer
In this paper, we investigate the mean field games of N agents who are weakly coupled via
the empirical measures. The underlying dynamics of the representative agent is assumed to …

Lower bounds for the density of locally elliptic Itô processes

V Bally - 2006 - projecteuclid.org
We give lower bounds for the density p T (x, y) of the law of X t, the solution of dX t= σ (X t) dB
t+ b (X t) dt, X 0= x, under the following local ellipticity hypothesis: there exists a deterministic …

The Lévy–Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups

VN Kolokoltsov - Probability theory and related fields, 2011 - Springer
Ito's construction of Markovian solutions to stochastic equations driven by a Lévy noise is
extended to nonlinear distribution dependent integrands aiming at the effective construction …

[HTML][HTML] Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension

E Nualart, L Quer-Sardanyons - Stochastic Processes and their …, 2012 - Elsevier
In this paper, we establish lower and upper Gaussian bounds for the probability density of
the mild solution to the non-linear stochastic heat equation in any space dimension. The …