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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …