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Found 32 Documents (Results 1–32)

Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations. (English. Russian original) Zbl 1491.35434

Proc. Steklov Inst. Math. 315, Suppl. 1, S165-S177 (2021); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 27, No. 3, 87-100 (2021).
MSC:  35R11 35F21 60H15
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Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds. (English. Russian original) Zbl 1486.35436

Proc. Steklov Inst. Math. 315, 118-139 (2021); translation from Tr. Mat. Inst. Steklova 315, 128-150 (2021).
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Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. (English. Ukrainian original) Zbl 1409.60061

Theory Probab. Math. Stat. 97, 167-182 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 157-170 (2017).
MSC:  60G22 60G15 60H10
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