V. P. Maslov, V. N. Kolokoltsov. Idempotent analysis and its application to Optimal control (in Russian). Moscow, Nauka, 1994.
V. N. Kolokoltsov, V. P. Maslov. Idempotent analysis and its applications. Kluwer Publishing House, 1997.
Selected chapters: Chapter 1: Idempotent Analysis,
Chapter 2 : Analyse of operators,
Chapter 3 : Generalized Solutions of Bellman's Differential Equation.
V. N. Kolokoltsov. Semiclassical Asymptotics for Diffusions and Stochastic Processes.
Springer Lecture Notes Math., v. 1724, Springer 2000. Semiclassical Asymptotics for Diffusions and Stochatic Processes. Final Draft
Selected chapters: Chapter 1: Gaussian diffusions , Chapter 2: Boundary value problem for Hamiltonian systems ,
V. N. Kolokoltsov, O. A. Malafeyev. Analysis of many agent systems of competition and cooperation.
Game Theory for all (in Russian). St. Petersburg University Press 2007
V. N. Kolokoltsov. O.A. Malafeyev. Understanding Game Theory.
Introduction to the analysis of many agent systems of competition and cooperation. World Scientific 2010 (286 pp).
Awarded Prize from St. Petersburg University.
V. N. Kolokoltsov. Nonlinear Markov Processes and Kinetic Equations.
Cambridge Univ. Press, August 2010 (375 pp). Nonlinear Markov Processes and Kinetic Equations. Final Draft
Review of Prof. D. Applebaum see in Bull. London Math. Soc. (2011)
V. N. Kolokoltsov. The mathematical Analysis of the Financial Markets.
Probabilty theory and financial mathematics. A brief introduction (textbook, 200 pp).
Moscow 2010. In two languages: English and Russian.
V. N. Kolokoltsov. Markov processes, semigroups and generators.
De Gruyter Studies in Mathematics 38, De Gryuter 2011 (430 pp). Markov processes, semigroups and generators. Final Draft
V.N. Kolokoltsov and O.A. Malafeyev. Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Biolding,
Network Growth, Security. Springer Nature 2019 (196 pp).