Nikolaos Kolliopoulos

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic PDEs for large portfolios with general mean-reverting volatility processes (available as arXiv preprint)	N/A	Paper
Propagation of chaos for point processes induced by particle systems with mean-field drift interaction (available as arXiv preprint)	N/A	Paper
Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises (available as arXiv preprint)	N/A	Paper
On the mean-field limit of diffusive games through the master equation: L^ estimates and extreme value behavior Stochastic Processes and their Applications	2026-04-20	Paper
Propagation of chaos for point processes induced by particle systems with mean-field drift interaction Journal of Theoretical Probability	2025-01-10	Paper
Stochastic PDEs for large portfolios with general mean-reverting volatility processes Probability, Uncertainty and Quantitative Risk	2024-09-30	Paper
Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises Statistics & Probability Letters	2024-07-29	Paper
Propagation of chaos for maxima of particle systems with mean-field drift interaction Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2023-11-20	Paper
Well-posedness of a system of SDEs driven by jump random measures Stochastics and Dynamics	2023-09-19	Paper
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models Finance and Stochastics	2020-08-03	Paper
Erratum to: ``Stochastic evolution equations for large portfolios of stochastic volatility models'' SIAM Journal on Financial Mathematics	2019-11-22	Paper
Stochastic evolution equations for large portfolios of stochastic volatility models SIAM Journal on Financial Mathematics	2018-03-12	Paper

Research outcomes over time

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