Dr. Alexander Kalinin
Department of Mathematics
Office address:
Theresienstr. 39
Room B232
80333 München
About
Alexander Kalinin is a postdoctoral researcher in the Department of Mathematics at LMU Munich. His research interests focus on nonlinear partial differential equations, McKean-Vlasov stochastic differential equations and stochastic Volterra integral equations.
- CV (PDF, 170 KB), including a list of research articles, and most recent talks:
- A probabilistic analysis of stochastic equations (PDF, 551 KB), LMU Munich, 2023.
- Unique stable solutions to one-dimensional McKean-Vlasov equations (PDF, 521 KB), Imperial College London, 2023.
- Solutions to multidimensional McKean-Vlasov equations (PDF, 432 KB), German Probability and Statistics Days, 2023.
- XVA equations under stochastic volatility (PDF, 450 KB), German Probability and Statistics Days, 2023.
- Solutions to one-dimensional McKean-Vlasov equations (PDF, 472 KB), Austrian Stochastics Days 2022.
- Support characterisation for stochastic Volterra equations (PDF, 380 KB), German Probability and Statistics Days, 2021.
- Mild to classical solutions for XVA equations under stochastic volatility
Brigo, D., Graceffa, F., Kalinin, A.,
SIAM Journal on Financial Mathematics, Volume 15(1):215–254, 2024 [arXiv] - The oriented derivative,
Kalinin, A., Preprint, 2023 [arXiv] - Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs in arbitrary moments
Kalinin, A. , Meyer-Brandis, T. , Proske, F. ,
Preprint, 2022 [arXiv] - Support characterization for regular path-dependent stochastic Volterra integral equations
Kalinin, A. ,
Electronic Journal of Probability, Volume 26, Article 29, 2021 [arXiv] - Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach
Kalinin, A. , Meyer-Brandis, T. , Proske, F. ,
Preprint, 2021 [arXiv] - On the support of solutions to stochastic differential equations with path-dependent coefficients
Kalinin, A. , Cont, R. ,
Stochastic Processes and their Applications, Volume 130(5), 2639-2674, 2020 [arXiv] - Markovian Integral Equations
Kalinin, A. ,
Annales de l’Institut Henri Poincaré, Volume 56 (1), 155-174, 2020 [arXiv] - Mild and viscosity solutions to semilinear parabolic path-dependent PDEs
Kalinin, A. , Schied, A. ,
Preprint, 2018 [arXiv] - Markovian integral equations and path-dependent partial differential equations
Kalinin, A. ,
Doctoral thesis, University of Mannheim, 2017 (PDF, 1,209 KB)
For more Publications & Preprints see Publications