Holly, Evan and Kolliopoulos, Nikolaos. Asymptotic behavior of the intermediate order statistics of large mean-field systems and statistical estimations. In preparation.

Bayraktar, Erhan; Ekren, Ibrahim and Kolliopoulos, Nikolaos. Minimal regret and minimizing strategy in prediction with advice from 5 experts. In preparation.

Bayraktar, Erhan and Kolliopoulos, Nikolaos. On the Mean-Field limit of diffusive games through the master equation: L^{\infty} estimates and extreme value behavior. Stochastic Processes and their Applications, 104934 (2026). Click here for article access. 

Kolliopoulos, Nikolaos; Sanchez, David; Xiao, Amy. Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises. Statistics & Probability Letters 212, 110150 (2024). Click here for article access. 

Hambly, Ben and Kolliopoulos, Nikolaos. Stochastic PDEs for large portfolios with general mean-reverting volatility processes. Probability, Uncertainty and Quantitative Risk, 1-38 (2024). Click here for article access.

Kolliopoulos, Nikolaos; Larsson, Martin and Zhang, Zeyu. Propagation of chaos for point processes induced by particle systems with mean-field drift interaction. Journal of Theoretical Probability 38, article number 27 (2024). Click here for ArXiv preprint.

Kolliopoulos, Nikolaos; Larsson, Martin and Zhang, Zeyu. Propagation of chaos for maxima of particle systems with mean-field drift interaction. Probability Theory and Related Fields 187 (3), 1093-1127 (2023). Click here for article access.

Jiao, Ying and Kolliopoulos, Nikolaos. Well-posedness of a system of SDEs driven by jump random measures. Stochastics and Dynamics 23 (04), 2350028 (2023). Click here for ArXiv preprint (2021).

Hambly, Ben and Kolliopoulos, Nikolaos. Fast mean-reversion asymptotics for large portfolios of stochastic volatility models. Finance and Stochastics 24 (3), 757-794 (2020). Click here for article access.

Hambly, Ben and Kolliopoulos, Nikolaos. Stochastic Evolution Equations for large portfolios of Stochastic Volatility models. SIAM Journal on Financial Mathematics 8 (1), 962-1014 (2017). See also erratum below. Click here for ArXiv preprint. 

Hambly, Ben and Kolliopoulos, Nikolaos. Erratum: Stochastic Evolution Equations for large portfolios of Stochastic Volatility models. SIAM Journal on Financial Mathematics 10 (3), 857-876 (2019).  Click here for ArXiv preprint.