- Chief Research Fellow:Laboratory of Stochastic Analysis and its Applications
- Vasili Kolokoltsov has been at HSE University since 2017.
Education and Degrees
Doctor of Sciences*
Candidate of Sciences* (PhD)
Degree in Mathematics
Lomonosov Moscow State University
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
- Introduction to Financial Mathematics (Mago-Lego; 1 module)Eng
- Introduction to Financial Mathematics (Master’s programme; Faculty of Economic Sciences; 2 year, 1 module)Eng
- Introduction to Financial Mathematics (Master’s programme; Faculty of Economic Sciences; 1 year, 1 module)Eng
- Article Vassili Kolokoltsov. CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control // Fractional Calculus and Applied Analysis. 2022. Vol. 25. No. 1. P. 128-165. doi
- Article Kolokoltsov V., Troeva M. S. 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. 2021. Vol. 315. No. 1. P. 118-139. doi
- Article Kolokoltsov V. Inspection—Corruption Game of Illegal Logging and Other Violations: Generalized Evolutionary Approach // Mathematics. 2021. Vol. 9. No. 14. Article 1619. doi
- Article Kolokoltsov V., Lin F., Mijatovic A. Monte carlo estimation of the solution of fractional partial differential equations // Fractional Calculus and Applied Analysis. 2021. Vol. 24. No. 1. P. 278-306. doi
- Article Kolokoltsov V. 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. 2021. Vol. 82. No. 1. P. 93-104.
- Article Kolokoltsov V. Quantum Mean-Field Games with the Observations of Counting Type // Games. 2021. Vol. 12. Article 7. doi
- Article V. N. Kolokoltsov. The law of large numbers for quantum stochastic filtering and control of many-particle systems / Пер. с рус. // Theoretical and Mathematical Physics. 2021. Vol. 208. No. 1. P. 937-957. doi
- Book Kolokoltsov V., малафеев о. а. Understanding Game Theory: Introduction to the Analysis of Many Agent Systems with Competition and Cooperation / 2nd Edition. Singapore : World Scientific Publishing Co., 2021. doi
- Preprint Kolokoltsov V. Continuous time random walks modeling of quantum measurement and fractional equations of quantum stochastic filtering and control / Cornell University. Series arXiv "math". 2020.
- Article Kolokoltsov V. Dynamic quantum games // Working papers by Cornell University. Series cond-mat.soft "arxiv.org" (. 2020. P. 552-573.
- Preprint Kolokoltsov V. The law of large numbers for quantum stochastic filtering and control of many particle systems / Cornell University. Series arXiv "math". 2020.
- Book Kolokoltsov V. Differential Equations on Measures and Functional Spaces. Switzerland : Birkhauser/Springer, 2019. doi
- Book Kolokoltsov V., Malafeev O. Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security. Switzerland : Springer, 2019. doi
- Article Kolokoltsov V. The probabilistic point of view on the generalized fractional partial differential equations // Fractional Calculus and Applied Analysis. 2019. Vol. 22. No. 3. P. 543-600. doi
- Article Kolokoltsov V., Malafeyev O. Corruption and botnet defense: a mean field game approach // International Journal of Game Theory. 2018. Vol. 47. P. 977-999. doi
- Article Veretennikova M., Kolokoltsov V. A fractional Hamilton Jacobi Bellman equation for scaled limits of controlled Continuous Time Random Walks // Communications in Applied and Industrial Mathematics. 2015. Vol. 6. No. 1. P. 1-18. doi
- Article Veretennikova M., Kolokoltsov V. Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations // Fractional Differential Calculus Journal. 2014. Vol. 4. No. 1. P. 1-30. doi
- 2020Brunel University LMS school on fractional calculus (London). Presentation: Probabilistic view on fractional calculus
- XII international young scientists school - conference "Theory and numerical methods for solving inverse and incorrect problems" (Novosibirsk). Presentation: Mean Field Games
- LSA Autumn Meeting 2020 (Москва). Presentation: Continuous time random walk modelling of quantum stochastic filtering, new fractional equations of quantum stochastic filtering and fractional quantum mechanics
- Third International Seminar "Control Theory and the theory of generalized solutions to Hamilton-Jacobi equations" (Екатеринбург). Presentation: Quantum dynamic games and HJB - Isaacs equations on Riemannian manifolds
Editorial board membership
2019: Member of the Editorial Board, Fractional Calculus and Applied Analysis.
2013: Member of the Editorial Board, Dynamic Games and Applications.