- 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)
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