Kolokoltsov, Vassili Nikitich

Statistics Math-Net.Ru
Total publications: 25
Scientific articles: 25
Presentations: 8

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Full texts:2610
Doctor of physico-mathematical sciences (1994)
Birth date: 8.08.1959
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.
List of publications on Google Scholar
List of publications on ZentralBlatt

Publications in Math-Net.Ru
1. V. N. Kolokoltsov, “Mixed Fractional Differential Equations and Generalized Operator-Valued Mittag-Leffler Functions”, Mat. Zametki, 106:5 (2019),  687–707  mathnet  elib; Math. Notes, 106:5 (2019), 740–756  isi  scopus
2. 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
3. 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. 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
5. 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
6. 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
7. V. N. Kolokoltsov, “Idempotent structures in optimization”, Itogi Nauki i Tekhniki. Ser. Sovrem. Mat. Pril. Temat. Obz., 65 (1999),  118–174  mathnet  mathscinet  zmath; J. Math. Sci. (New York), 104:1 (2001), 847–880
8. 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
9. 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
10. 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
11. 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
12. 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
13. 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
14. 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
15. 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
16. 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. V. N. Kolokoltsov, “The Maslov index in infinite-dimensional symplectic geometry”, Mat. Zametki, 48:6 (1990),  142–145  mathnet  mathscinet  zmath
18. 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
19. 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
20. V. N. Kolokoltsov, “Turnpikes and infinite extremals in Markov decision processes”, Mat. Zametki, 46:4 (1989),  118–120  mathnet  mathscinet  zmath
21. 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
22. 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
23. 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
24. V. N. Kolokoltsov, “New examples of manifolds with closed geodesics”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1984, 4,  80–82  mathnet  mathscinet  zmath
25. 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

Presentations in Math-Net.Ru
1. 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
2. Игры среднего поля
V. N. Kolokoltsov
Seminar of the Department of Mathematical Physics, Steklov Mathematical Institute of RAS
December 19, 2019 11:00
3. Вырожденные диффузии на римановых и псевдоримановых многообразиях
V. N. Kolokoltsov
Differential geometry and applications
December 9, 2019 16:45
4. Диффузии на кокасательных расслоениях Римановых многообразий
V. N. Kolokoltsov
Modern geometry methods
December 19, 2018 18:30
5. 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
6. Operator-valued fractional differential equations
V. N. Kolokoltsov
Complex analysis and mathematical physics
November 14, 2017 16:00
7. 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   
8. 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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