The following pages link to Nicolai V. Krylov (Q816970):
Displaying 50 items.
- (Q196060) (redirect page) (← links)
- A relatively short proof of Itô's formula for SPDEs and its applications (Q373233) (← links)
- On the existence of smooth solutions for fully nonlinear elliptic equations with measurable ``coefficients'' without convexity assumptions (Q390193) (← links)
- Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations (Q442565) (← links)
- Some \(L_{p}\)-estimates for elliptic and parabolic operators with measurable coefficients (Q449298) (← links)
- On \(C^{1+\alpha}\) regularity of solutions of Isaacs parabolic equations with VMO coefficients (Q464405) (← links)
- On regularity properties and approximations of value functions for stochastic differential games in domains (Q465472) (← links)
- To the theory of viscosity solutions for uniformly elliptic Isaacs equations (Q466244) (← links)
- Approximating the value functions for stochastic differential games with the ones having bounded second derivatives (Q468739) (← links)
- Filtering partially observable diffusions up to the exit time from a domain (Q555023) (← links)
- On linear elliptic and parabolic equations with growing drift in Sobolev spaces without weights (Q613677) (← links)
- On Bellman's equations with VMO coefficients (Q617821) (← links)
- On the Itô--Wentzell formula for distribution-valued processes and related topics (Q718886) (← links)
- On singularity as a function of time of a conditional distribution of an exit time (Q737311) (← links)
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
- On the independence of the value function for stochastic differential games of the probability space (Q744245) (← links)
- A supermartingale characterization of a set of stochastic integrals (Q753267) (← links)
- The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients (Q816971) (← links)
- Second-order elliptic equations with variably partially VMO coefficients (Q841495) (← links)
- Cauchy problems with periodic controls (Q854508) (← links)
- On time-inhomogeneous controlled diffusion processes in domains (Q879254) (← links)
- Parabolic equations with measurable coefficients (Q884837) (← links)
- To the theory of viscosity solutions for uniformly parabolic Isaacs equations (Q894262) (← links)
- (Q948738) (redirect page) (← links)
- Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups (Q948739) (← links)
- Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes (Q975308) (← links)
- Elliptic equations for measures: regularity and global bounds of densities (Q995458) (← links)
- On divergence form SPDEs with VMO coefficients in a half space (Q1019625) (← links)
- Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations (Q1046458) (← links)
- Characteristics of degenerate second-order parabolic Ito equations (Q1069557) (← links)
- G-convergence of elliptic operators in nondivergence form (Q1073255) (← links)
- (Q1112317) (redirect page) (← links)
- Properties of monotone mappings (Q1112318) (← links)
- Degeneracy domain of a nonlinearity in the Hamilton-Jacobi-Bellmann equation with constant coefficients (Q1118157) (← links)
- Stochastic PDE's and Kolmogorov equations in infinite dimensions. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME) held in Cetraro, Italy, August 24 - September 1, 1998 (Q1125577) (← links)
- Bellman's equation for uniformly nondegenerate stochastic processes (Q1146451) (← links)
- Traditional proof of Bellman's equation for controlled diffusion processes (Q1160600) (← links)
- On stochastic partial differential equations with unbounded coefficients (Q1202910) (← links)
- Sequences of convex functions and estimates of the maximum of the solution of a parabolic equation (Q1239859) (← links)
- Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies. (Q1283864) (← links)
- On the estimation of parameters for linear stochastic differential equations (Q1291164) (← links)
- Weak interior second order derivative estimates for degenerate nonlinear elliptic equations (Q1314617) (← links)
- A \(W_ 2^ n\)-theory of the Dirichlet problem for SPDEs in general smooth domains (Q1326301) (← links)
- On a result of C. Mueller and E. Perkins (Q1368748) (← links)
- On SPDE's and superdiffusions (Q1381568) (← links)
- Hölder continuity and \(L_p\) estimates for elliptic equations under general Hörmander's condition (Q1382797) (← links)
- On the splitting-up method and stochastic partial differential equations (Q1394518) (← links)
- Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains (Q1401588) (← links)
- Differentiability of invariant measures and of transition probabilities of singular diffusions. (Q1432453) (← links)
- On more square root law for Brownian motion and its application to SPDEs (Q1434293) (← links)
