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Kolokoltsov, Vassili Nikitich

Statistics Math-Net.Ru
Total publications: 33
Scientific articles: 32
Presentations: 16

Number of views:
This page:2946
Abstract pages:13006
Full texts:4818
References:1072
Professor
Doctor of physico-mathematical sciences (1994)
Speciality: 01.01.03 (Mathematical physics)
Birth date: 8.08.1959
E-mail: ,
Website: https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/kolokoltsov/
Keywords: probability, stochastic process, path integration, asymptotic expansion, games, optimal control, idempotent mathematics, integrability of geodesic flows, deterministic and stochastic Schrodinger and heat equation, semi-classical approximation.
   
Main publications:
  • V. N. Kolokoltsov, V. P. Maslov. Idempotent Analysis and its Applications to Optimal Control Theory (Monograph). Moscow, Nauka, 1994 (in Russian).
  • V. N. Kolokoltsov, V. P. Maslov. Idempotent Analysis and its Applications (Monograph). Kluwer, 1998.
  • V. N. Kolokoltsov. Semiclassical Analysis for Diffusions and Stochastic Processes (Monograph). Springer Lecture Notes Math. v. 1724, 2000.

https://www.mathnet.ru/eng/person13263
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/208291

Publications in Math-Net.Ru Citations
2022
1. V. N. Kolokoltsov, M. S. Troeva, “Fractional Kinetic Equations”, Mat. Zametki, 112:4 (2022),  567–585  mathnet  mathscinet; Math. Notes, 112:4 (2022), 561–575  scopus
2021
2. Vassili N. Kolokoltsov, “On a probabilistic derivation of the basic particle statistics (Bose–Einstein, Fermi–Dirac, canonical, grand-canonical, intermediate) and related distributions”, Tr. Mosk. Mat. Obs., 82:1 (2021),  93–104  mathnet; Trans. Moscow Math. Soc., 82 (2021), 77–87  scopus
3. V. N. Kolokoltsov, M. S. Troeva, “Fractional McKean–Vlasov and Hamilton–Jacobi–Bellman–Isaacs Equations”, Trudy Inst. Mat. i Mekh. UrO RAN, 27:3 (2021),  87–100  mathnet  elib; Proc. Steklov Inst. Math. (Suppl.), 315, suppl. 1 (2021), S165–S177  isi  scopus
4. V. N. Kolokoltsov, M. S. Troeva, “Abstract McKean–Vlasov and Hamilton–Jacobi–Bellman Equations, Their Fractional Versions and Related Forward–Backward Systems on Riemannian Manifolds”, Trudy Mat. Inst. Steklova, 315 (2021),  128–150  mathnet; Proc. Steklov Inst. Math., 315 (2021), 118–139  isi  scopus
5. V. N. Kolokoltsov, “The law of large numbers for quantum stochastic filtering and control of many-particle systems”, TMF, 208:1 (2021),  97–121  mathnet  elib; Theoret. and Math. Phys., 208:1 (2021), 937–957  isi  scopus 7
2019
6. V. N. Kolokoltsov, “Mixed Fractional Differential Equations and Generalized Operator-Valued Mittag-Leffler Functions”, Mat. Zametki, 106:5 (2019),  687–707  mathnet  mathscinet  elib; Math. Notes, 106:5 (2019), 740–756  isi  scopus 5
2018
7. V. N. Kolokoltsov, M. S. Troeva, “Regularity and sensitivity for McKean–Vlasov type SPDEs generated by stable-like processes”, Probl. Anal. Issues Anal., 7(25):2 (2018),  69–81  mathnet  isi  elib 4
2013
8. Vassili N. Kolokoltsov, Marianna S. Troeva, Wei Yang, “Mean field games based on the stable-like processes”, Mat. Teor. Igr Pril., 5:4 (2013),  33–65  mathnet; Autom. Remote Control, 77:11 (2016), 2044–2064 4
2011
9. V. N. Kolokoltsov, “Stochastic Monotonicity and Duality for One-Dimensional Markov Processes”, Mat. Zametki, 89:5 (2011),  694–704  mathnet  mathscinet; Math. Notes, 89:5 (2011), 652–660  isi  scopus 12
2009
10. T. T. Basiev, A. Ya. Karasik, V. V. Osiko, A. G. Papashvili, D. S. Chunaev, A. V. Gavrilov, M. N. Ershkov, S. N. Smetanin, S. A. Solokhin, A. V. Fedin, V. N. Kolokol'tsev, V. M. Lazorenko, V. I. Tovtin, “Technologies of perforation of closely spaced micron holes with the help of neodymium—LiF:F<sub>2</sub><sup>-</sup> lasers”, Kvantovaya Elektronika, 39:4 (2009),  385–387  mathnet  elib [Quantum Electron., 39:4 (2009), 385–387  isi  scopus] 1
2008
11. V. N. Kolokoltsov, “Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics”, Teor. Veroyatnost. i Primenen., 53:4 (2008),  684–703  mathnet  mathscinet  zmath; Theory Probab. Appl., 53:4 (2009), 594–609  isi  scopus 53
2003
12. V. N. Kolokoltsov, “Schrödinger operators with singular potentials and magnetic fields”, Mat. Sb., 194:6 (2003),  105–126  mathnet  mathscinet  zmath  elib; Sb. Math., 194:6 (2003), 897–917  isi  scopus 4
1999
13. V. N. Kolokoltsov, “Idempotent structures in optimization”, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 65 (1999),  118–174  mathnet  mathscinet  zmath; J. Math. Sci. (New York), 104:1 (2001), 847–880 32
1995
14. S. Yu. Dobrokhotov, V. N. Kolokoltsov, V. Martines Olive, “Asymptotically stable invariant tori of a vector field $V(x)$ and the quasimodes of the operator $V(x)\cdot\nabla-\varepsilon\Delta$”, Mat. Zametki, 58:2 (1995),  301–306  mathnet  mathscinet  zmath; Math. Notes, 58:2 (1995), 880–884  isi 7
1994
15. V. N. Kolokoltsov, “Estimates of accuracy for the asymptotics of the Laplace integral”, Trudy Mat. Inst. Steklov., 203 (1994),  113–115  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 203 (1995), 101–103
1993
16. V. N. Kolokol'tsev, “On the asymptotics of low eigenvalues and eigenfunctions of the Schrödinger operator”, Dokl. Akad. Nauk, 328:6 (1993),  649–653  mathnet  zmath
17. S. Yu. Dobrokhotov, V. N. Kolokoltsov, “Splitting amplitudes of the lowest energy levels of the Schrödinger operator with double-well potential”, TMF, 94:3 (1993),  426–434  mathnet  mathscinet  zmath; Theoret. and Math. Phys., 94:3 (1993), 300–305  isi 18
1992
18. V. N. Kolokoltsov, V. P. Maslov, “The Bellman differential equation and the Pontryagin maximum principle for multicriterial optimization problems”, Dokl. Akad. Nauk, 324:1 (1992),  29–34  mathnet  mathscinet  zmath; Dokl. Math., 45:3 (1992), 522–527
19. V. N. Kolokoltsov, “The stochastic Bellman equation as a nonlinear equation in Maslov spaces. Perturbation theory”, Dokl. Akad. Nauk, 323:2 (1992),  223–228  mathnet  mathscinet  zmath; Dokl. Math., 45:2 (1992), 294–300
1991
20. V. N. Kolokoltsov, “Introduction of a new Maslov-type currency (coupons) as a means for solving the market game under nonequilibrium prices”, Dokl. Akad. Nauk SSSR, 320:6 (1991),  1310–1314  mathnet  mathscinet  zmath; Dokl. Math., 44:2 (1992), 624–629
21. V. N. Kolokoltsov, “Application of quasi-classical methods in a study of the Belavkin quantum filtration”, Mat. Zametki, 50:5 (1991),  153–156  mathnet  mathscinet  zmath; Math. Notes, 50:5 (1991), 1204–1206  isi 1
22. V. P. Belavkin, V. N. Kolokoltsov, “Semiclassical asymptotics of quantum stochastic equations”, TMF, 89:2 (1991),  163–177  mathnet  mathscinet; Theoret. and Math. Phys., 89:2 (1991), 1127–1138  isi 7
23. S. Yu. Dobrokhotov, V. N. Kolokoltsov, V. P. Maslov, “Splitting of the lowest energy levels of the Schrödinger equation and asymptotic behavior of the fundamental solution of the equation $hu_t=h^2\Delta u/2-V(x)u$”, TMF, 87:3 (1991),  323–375  mathnet  mathscinet  zmath; Theoret. and Math. Phys., 87:3 (1991), 561–599  isi 17
1990
24. V. N. Kolokoltsov, “The Maslov index in infinite-dimensional symplectic geometry”, Mat. Zametki, 48:6 (1990),  142–145  mathnet  mathscinet  zmath 1
1989
25. V. N. Kolokoltsov, V. P. Maslov, “Idempotent analysis as a tool of control theory and optimal synthesis. 2”, Funktsional. Anal. i Prilozhen., 23:4 (1989),  53–62  mathnet  mathscinet  zmath; Funct. Anal. Appl., 23:4 (1989), 300–307  isi 9
26. V. N. Kolokoltsov, V. P. Maslov, “Idempotent analysis as a tool of control theory and optimal synthesis. I”, Funktsional. Anal. i Prilozhen., 23:1 (1989),  1–14  mathnet  mathscinet  zmath; Funct. Anal. Appl., 23:1 (1989), 1–11  isi 33
27. V. N. Kolokoltsov, “Turnpikes and infinite extremals in Markov decision processes”, Mat. Zametki, 46:4 (1989),  118–120  mathnet  mathscinet  zmath 1
1988
28. V. N. Kolokoltsov, D. R. Lebedev, “An infinite series of local conservation laws of Miura type for higher Benney equations”, Uspekhi Mat. Nauk, 43:4(262) (1988),  193–194  mathnet  mathscinet  zmath; Russian Math. Surveys, 43:4 (1988), 211–212  isi
1987
29. V. N. Kolokoltsov, V. P. Maslov, “The Cauchy problem for the homogeneous Bellman equation”, Dokl. Akad. Nauk SSSR, 296:4 (1987),  796–800  mathnet  mathscinet; Dokl. Math., 36:2 (1988), 326–330 11
30. V. N. Kolokoltsov, V. P. Maslov, “General form of endomorphisms in the space of continuous functions with values in a numerical commutative semiring (with the operation $\oplus=\max$)”, Dokl. Akad. Nauk SSSR, 295:2 (1987),  283–287  mathnet  mathscinet; Dokl. Math., 36:1 (1988), 55–59 3
1984
31. V. N. Kolokoltsov, “New examples of manifolds with closed geodesics”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1984, no. 4,  80–82  mathnet  mathscinet  zmath 3
1982
32. V. N. Kolokoltsov, “Geodesic flows on two-dimensional manifolds with an additional first integral that is polynomial in the velocities”, Izv. Akad. Nauk SSSR Ser. Mat., 46:5 (1982),  994–1010  mathnet  mathscinet  zmath; Math. USSR-Izv., 21:2 (1983), 291–306  isi  scopus 63

2022
33. O. N. Ageev, Ya. B. Vorobets, B. Weiss, R. I. Grigorchuk, V. Z. Grines, B. M. Gurevich, L. S. Efremova, A. Yu. Zhirov, E. V. Zhuzhoma, B. S. Kashin, V. N. Kolokoltsov, A. V. Kochergin, L. M. Lerman, I. V. Mykytyuk, V. I. Oseledets, A. Yu. Plakhov, O. V. Pochinka, V. V. Ryzhikov, V. Zh. Sakbaev, A. G. Sergeev, Ya. G. Sinai, A. T. Tagi-Zade, S. V. Tikhonov, J.-P. Thouvenot, A. Ya. Helemskii, A. I. Shafarevich, “Anatolii Mikhailovich Stepin (obituary)”, Uspekhi Mat. Nauk, 77:2(464) (2022),  189–194  mathnet  mathscinet  zmath; Russian Math. Surveys, 77:2 (2022), 361–367  isi

Presentations in Math-Net.Ru
1. Generalised fractional calculus: probabilistic and analytic points of view
V. N. Kolokoltsov
Scientific seminar on the differential and functional differential equations
March 19, 2024 12:00   
2. Fractional equations for the scaling limits of Levy walks with position depending jump distributions.
V. N. Kolokol'tsev
Dobrushin Mathematics Laboratory Seminar
December 19, 2023 16:00
3. Области квази-притяжения устойчивых законов
V. N. Kolokoltsov
Principle Seminar of the Department of Probability Theory, Moscow State University
December 6, 2023 16:45
4. Dynamic law of large numbers for quantum stochastic filtering and related new nonlinear stochastic Schrodinger equations
V. N. Kolokoltsov
One-Parameter Semigroups of Operators (OPSO 2023)
March 1, 2023 18:00   
5. Dynamic Quantum Games
V. N. Kolokoltsov
Complex analysis and mathematical physics
November 16, 2021 16:00
6. Динамические квантовые игры
V. N. Kolokoltsov
Infinite dimensional analysis and mathematical physics
November 15, 2021 18:30
7. Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on a Riemannian manifold
V. N. Kolokoltsov
Actual Problems of Applied Mathematics
March 12, 2021   
8. Continuous time random walks modeling of quantum measurement and fractional equations of quantum stochastic filtering and control
V. N. Kolokoltsov
Dobrushin Mathematics Laboratory Seminar
December 29, 2020 16:00
9. Игры среднего поля
V. N. Kolokoltsov
Seminar of the Department of Mathematical Physics, Steklov Mathematical Institute of RAS
December 19, 2019 11:00
10. Вырожденные диффузии на римановых и псевдоримановых многообразиях
V. N. Kolokoltsov
Differential geometry and applications
December 9, 2019 16:45
11. Duality of Markov processes, its generalizations, characterizations and applications
V. N. Kolokol'tsev
Principle Seminar of the Department of Probability Theory, Moscow State University
November 6, 2019 16:45
12. Диффузии на кокасательных расслоениях Римановых многообразий
V. N. Kolokoltsov
Modern geometry methods
December 19, 2018 18:30
13. Дробный анализ и дробные дифференциальные уравнения: истоки, примеры применений и последние достижения
V. N. Kolokoltsov
Dynamical systems and differential equations
December 17, 2018 18:30
14. Operator-valued fractional differential equations
V. N. Kolokoltsov
Complex analysis and mathematical physics
November 14, 2017 16:00
15. Ideal Maslov's gas, its phase transition to fluid, and phase transitions in new probability theory
Vassili Kolokoltsov
School-Seminar "Interaction of Mathematics and Physics: New Perspectives" for graduate students and young researchers
August 30, 2012 15:00   
16. Нелинейные псевдодифференциальные уравнения, возникающие в теории стохастических процессов
V. N. Kolokoltsov
Seminar of the Department of Mathematical Physics, Steklov Mathematical Institute of RAS
March 3, 2011 11:00

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