| Publication | Date of Publication | Type |
|---|
Rates of convergence of CTRWs to generalised fractional evolutions
Moscow University Computational Mathematics and Cybernetics | 2026-09-07 | Paper |
A new approach to optimal taxation theory
Mathematical Notes | 2026-06-24 | Paper |
On the mathematical theory of quantum stochastic filtering equations for mixed states
Russian Journal of Mathematical Physics | 2026-02-13 | Paper |
An epsilon-Nash equilibrium for non-linear Markov games of mean-field-type on finite spaces
Communications on Stochastic Analysis | 2025-09-25 | Paper |
On quantum stochastic master equations
Electronic Journal of Probability | 2025-06-27 | Paper |
CTRW approximations for fractional equations with variable order
A³N²M: Approximation, Applications, and Analysis of Nonlocal, Nonlinear Models | 2024-03-07 | Paper |
CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control
Fractional Calculus \ Applied Analysis | 2022-12-21 | Paper |
Fractional kinetic equations
Mathematical Notes | 2022-10-25 | Paper |
Quantum mean-field games
The Annals of Applied Probability | 2022-09-05 | Paper |
Anatolii Mikhailovich Stepin
Russian Mathematical Surveys | 2022-07-05 | Paper |
Dynamic quantum games
Dynamic Games and Applications | 2022-06-30 | Paper |
Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann-Liouville type
Stochastics | 2022-06-30 | Paper |
On a probabilistic derivation of the basic particle statistics (Bose-Einstein, Fermi-Dirac, canonical, grand-canonical, intermediate) and related distributions
Transactions of the Moscow Mathematical Society | 2022-06-16 | Paper |
| On the control over the distribution of ticks based on the extensions of the KISS model | 2022-06-05 | Paper |
Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds
Proceedings of the Steklov Institute of Mathematics | 2022-01-28 | Paper |
Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations
Proceedings of the Steklov Institute of Mathematics | 2022-01-28 | Paper |
On the probabilistic approach to the solution of generalized fractional differential equations of Caputo and Riemann-Liouville type
(available as arXiv preprint) | 2021-12-17 | Paper |
| On the probabilistic approach to the solution of generalized fractional differential equations of Caputo and Riemann-Liouville type | 2021-12-17 | Paper |
Quantum mean-field games with the observations of counting type
Games | 2021-11-26 | Paper |
The law of large numbers for quantum stochastic filtering and control of many-particle systems
Theoretical and Mathematical Physics | 2021-08-23 | Paper |
Nonlinear Lévy and nonlinear Feller processes: an analytic introduction
Mathematics and Life Sciences | 2021-05-18 | Paper |
Monte Carlo estimation of the solution of fractional partial differential equations
Fractional Calculus \ Applied Analysis | 2021-04-23 | Paper |
On pure-strategy Nash equilibria in a duopolistic market share model
Game Theoretic Analysis | 2020-07-22 | Paper |
Mixed fractional differential equations and generalized operator-valued Mittag-Leffler functions
Mathematical Notes | 2020-03-12 | Paper |
| Understanding game theory. Introduction to the analysis of many agent systems with competition and cooperation | 2020-02-14 | Paper |
| Multi-agent interaction and nonlinear Markov games | 2019-11-11 | Paper |
Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
Issues of Analysis | 2019-10-30 | Paper |
Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
Issues of Analysis | 2019-10-30 | Paper |
The probabilistic point of view on the generalized fractional partial differential equations
Fractional Calculus \ Applied Analysis | 2019-10-10 | Paper |
| Mixed linear fractional boundary value problems | 2019-08-08 | Paper |
On pure-strategy Nash equilibria in a duopolistic market share model
International Game Theory Review | 2019-07-12 | Paper |
| Green's function estimates for time fractional evolution equations | 2019-06-28 | Paper |
On mean field games with common noise and McKean-Vlasov SPDEs
Stochastic Analysis and Applications | 2019-06-12 | Paper |
On mean field games with common noise and McKean-Vlasov SPDEs
Stochastic Analysis and Applications | 2019-06-12 | Paper |
Differential Equations on Measures and Functional Spaces
Birkhäuser Advanced Texts Basler Lehrbücher | 2019-06-05 | Paper |
Many agent games in socio-economic systems: corruption, inspection, coalition building, network growth, security
Springer Series in Operations Research and Financial Engineering | 2019-05-20 | Paper |
Game theoretic analysis of incomplete markets: emergence of probabilities, nonlinear and fractional Black-Scholes equations
Risk and Decision Analysis | 2019-03-12 | Paper |
Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations
Fractional Differential Calculus | 2019-02-27 | Paper |
Evolutionary game of coalition building under external pressure
(available as arXiv preprint) | 2018-11-19 | Paper |
| Evolutionary game of coalition building under external pressure | 2018-11-19 | Paper |
Corruption and botnet defense: a mean field game approach
International Journal of Game Theory | 2018-11-09 | Paper |
An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space
Stochastics | 2018-09-04 | Paper |
Evolutionary inspection and corruption games
Games | 2018-08-01 | Paper |
The evolutionary game of pressure (or interference), resistance and collaboration
Mathematics of Operations Research | 2017-12-07 | Paper |
Generalised fractional evolution equations of Caputo type
Chaos, Solitons and Fractals | 2017-11-13 | Paper |
Generalised fractional evolution equations of Caputo type
Chaos, Solitons and Fractals | 2017-11-13 | Paper |
| Regularity and Sensitivity for McKean-Vlasov SPDEs | 2017-10-29 | Paper |
The fractional Hamilton-Jacobi-Bellman equation
Journal of Applied Nonlinear Dynamics | 2017-07-04 | Paper |
| Chronological operator-valued Feynman-Kac formulae for generalized fractional evolutions | 2017-05-23 | Paper |
Mean-field-game model of corruption
Dynamic Games and Applications | 2017-04-21 | Paper |
Mean-field-game model for botnet defense in cyber-security
Applied Mathematics and Optimization | 2017-04-03 | Paper |
On the solution of two-sided fractional ordinary differential equations of Caputo type
Fractional Calculus \ Applied Analysis | 2017-01-09 | Paper |
| A fractional Hamilton Jacobi Bellman equation for scaled limits of controlled continuous time random walks | 2015-12-16 | Paper |
Generalized mass action law and thermodynamics of nonlinear Markov processes
Mathematical Modelling of Natural Phenomena | 2015-11-25 | Paper |
On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations
Fractional Calculus \ Applied Analysis | 2015-08-17 | Paper |
| Inspection games in a mean field setting | 2015-07-29 | Paper |
External pressure on alliances: what does the prisoners' dilemma reveal?
Games | 2015-06-23 | Paper |
Stochastic monotonicity and duality of kth order with application to put-call symmetry of powered options
Journal of Applied Probability | 2015-05-29 | Paper |
Stochastic monotonicity and duality of kth order with application to put-call symmetry of powered options
Journal of Applied Probability | 2015-05-29 | Paper |
On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
Dynamic Games and Applications | 2015-02-03 | Paper |
| Stochastic methods in economics and finance | 2014-07-09 | Paper |
Mean field games based on stable-like processes
Automation and Remote Control | 2014-04-15 | Paper |
| A 1/n Nash equilibrium for non-linear Markov games of mean-field-type on finite state space | 2014-03-03 | Paper |
Stochastic duality of Markov processes: A study via generators
Stochastic Analysis and Applications | 2014-02-11 | Paper |
Nonlinear diffusions and stable-like processes with coefficients depending on the median or var
Applied Mathematics and Optimization | 2013-10-21 | Paper |
Turnpike theorems for Markov games
Dynamic Games and Applications | 2013-09-24 | Paper |
| Sensitivity analysis for HJB equations with an application to coupled backward-forward systems | 2013-03-25 | Paper |
| Nonexpansive maps and option pricing theory | 2013-03-21 | Paper |
| Smoluchowski-Kramers Limit for a System Subject to a Mean-Field Drift | 2013-03-01 | Paper |
The interval market model in mathematical finance. Game-theoretic methods
Static & Dynamic Game Theory: Foundations & Applications | 2012-11-15 | Paper |
Uniform asymptotic bounds for the heat kernel and the trace of a stochastic geodesic flow
Stochastics | 2012-11-09 | Paper |
| Controlled Continuous Time Random Walks and fractional Hamilton Jacobi Bellman equations | 2012-03-28 | Paper |
| Mean Field Games and Nonlinear Markov Processes | 2011-12-16 | Paper |
Stochastic monotonicity and duality for one-dimensional Markov processes
Mathematical Notes | 2011-11-25 | Paper |
The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2011-11-07 | Paper |
Stochastic integrals and SDE driven by nonlinear Lévy noise
Stochastic Analysis 2010 | 2011-07-13 | Paper |
Markov processes, semigroups and generators.
De Gruyter Studies in Mathematics | 2011-04-07 | Paper |
| Nonlinear Markov processes and kinetic equations. | 2010-05-12 | Paper |
Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
Theory of Probability & Its Applications | 2010-04-26 | Paper |
Understanding game theory. Introduction to the analysis of many agent systems with competition and cooperation.
(available as arXiv preprint) | 2010-03-22 | Paper |
The central limit theorem for the Smoluchovski coagulation model
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-01-15 | Paper |
The optimal assignment problem for a countable state space
(available as arXiv preprint) | 2009-10-12 | Paper |
| scientific article; zbMATH DE number 5556056 (Why is no real title available?) | 2009-05-22 | Paper |
Hydrodynamic limit of coagulation-fragmentation type models of \(k\)-nary interacting particles
Journal of Statistical Physics | 2009-04-08 | Paper |
PRICING OF RAINBOW OPTIONS: GAME THEORETIC APPROACH
International Game Theory Review | 2008-05-20 | Paper |
Nonlinear Markov semigroups and interacting Lévy type processes
Journal of Statistical Physics | 2007-04-26 | Paper |
Limit theorems for continuous-time random walks in the double-array limit scheme
Journal of Mathematical Sciences (New York) | 2007-04-19 | Paper |
| Boundary-value problems for Hamiltonian systems and absolute minimizers in calculus of variations | 2007-04-12 | Paper |
| Boundary-value problems for Hamiltonian systems and absolute minimizers in calculus of variations | 2007-04-12 | Paper |
| Kinetic equations for the pure jump models of k-nary interacting particle systems | 2006-09-13 | Paper |
| scientific article; zbMATH DE number 5020098 (Why is no real title available?) | 2006-04-28 | Paper |
| scientific article; zbMATH DE number 5007438 (Why is no real title available?) | 2006-02-20 | Paper |
scientific article; zbMATH DE number 2221678 (Why is no real title available?)
(available as arXiv preprint) | 2005-11-01 | Paper |
| Solutions of max-plus linear equations and large deviations | 2005-09-13 | Paper |
Estimation of parameters of fractional stable distributions
Journal of Mathematical Sciences (New York) | 2005-06-28 | Paper |
Schrödinger operators with singular potentials and magnetic fields
Sbornik: Mathematics | 2005-03-16 | Paper |
| scientific article; zbMATH DE number 2124497 (Why is no real title available?) | 2005-01-03 | Paper |
Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations
Revista Matemática Iberoamericana | 2004-10-25 | Paper |
STOCHASTIC EVOLUTION AS A QUASICLASSICAL LIMIT OF A BOUNDARY VALUE PROBLEM FOR SCHRÖDINGER EQUATIONS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-09-24 | Paper |
| Controlling alliances through executing pressure | 2004-06-25 | Paper |
On Markov processes with decomposable pseudo-differential generators
Stochastics and Stochastic Reports | 2004-06-22 | Paper |
Measure-valued limits of interacting particle systems with <i>k</i>-nary interactions II. Finite-dimensional limits
Stochastics and Stochastic Reports | 2004-06-22 | Paper |
On a general kinetic equation for many–particle systems with interaction, fragmentation and coagulation
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-06-15 | Paper |
On extensions of mollified Boltzmann and Smoluchowski equations to particle systems with a \(k\)-ary interaction
Russian Journal of Mathematical Physics | 2004-06-11 | Paper |
Measure-valued limits of interacting particle systems with \(k\)-nary interactions. I: One-di\-men\-sion\-al limits
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-08-14 | Paper |
Idempotent structures in optimization
Journal of Mathematical Sciences (New York) | 2003-07-08 | Paper |
Invertibility of functional Galois connections
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-05-27 | Paper |
