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Nicolai V. Krylov - MaRDI portal

Nicolai V. Krylov

From MaRDI portal
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Person:816970

Available identifiers

zbMath Open krylov.nicolai-vDBLP41/9309WikidataQ1991041 ScholiaQ1991041MaRDI QIDQ816970

List of research outcomes

PublicationDate of PublicationType
On parabolic Adams's, the Chiarenza-Frasca theorems, and some other results related to parabolic Morrey spaces2024-03-14Paper
On strong solutions of Itô's equations with \(D \sigma\) and \(b\) in Morrey classes containing \(L_d\)2024-01-23Paper
On diffusion processes with drift in a Morrey class containing \(L_{d+2}\)2023-12-21Paper
Estimates in \(L_p\) for solutions of SPDEs with coefficients in Morrey classes2023-11-30Paper
A review of some new results in the theory of linear elliptic equations with drift in L_d2023-11-17Paper
On Nondegenerate Itô Processes with Moderated Drift2023-11-14Paper
On parabolic equations in Sobolev spaces with lower-order coefficients from Morrey spaces2023-11-06Paper
On diffusion processes with drift in \(L_{d+1}\)2023-10-13Paper
A remark on a paper of F. Chiarenza and M. Frasca2023-10-10Paper
Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients2023-09-07Paper
On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients2023-06-26Paper
On potentials of Itô's processes with drift in \(L_{d+1}\)2023-06-05Paper
Once again on weak solutions of time inhomogeneous It\^o's equations with VMO diffusion and Morrey drift2023-04-10Paper
On parabolic equations in Morrey spaces with VMO $a$ and Morrey $b,c$2023-04-07Paper
On weak solutions of time inhomogeneous It\^o's equations with VMO diffusion and Morrey drift2023-03-20Paper
On the heat equation with drift in \(L_{d+1}\)2023-03-07Paper
Linear and fully nonlinear elliptic equations with Morrey drift2023-02-14Paper
Existence of strong solutions for Itô's stochastic equations via approximations: revisited2022-11-07Paper
Remarks on the post of R\"ockner and Zhao about strong solutions of stochastic equations with critical singularities at arXiv:2103.05803v42022-08-09Paper
A few comments on a result of A. Novikov and Girsanov's theorem2022-07-08Paper
On strong solutions of time inhomogeneous It\^o's equations with "supercritical" diffusion and drift2022-07-07Paper
On strong solutions of time inhomogeneous It\^o's equations with Morrey diffusion and drift2022-06-15Paper
On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients2022-05-16Paper
Some properties of solutions of Itô equations with drift in \(L_{d+1}\)2022-04-01Paper
Aleksandrov’s estimates for elliptic equations with drift in Morrey spaces containing 𝐿_{𝑑}2022-02-04Paper
On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)2022-02-01Paper
On stochastic equations with drift in \({L_d}\)2021-12-08Paper
On parabolic Adams's theorem and some other results related to parabolic Morrey spaces2021-10-18Paper
https://portal.mardi4nfdi.de/entity/Q51550572021-10-05Paper
Linear and fully nonlinear elliptic equations with Morrey drift2021-08-15Paper
On stochastic Itô processes with drift in \(L_d\)2021-06-04Paper
Rubio de Francia extrapolation theorem and related topics in the theory of elliptic and parabolic equations. A survey2021-05-26Paper
On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)2021-05-20Paper
A review of some new results in the theory of linear elliptic equations with drift in \(L_d\)2021-04-01Paper
On diffusion processes with drift in \(L_d\)2021-03-30Paper
Linear and fully nonlinear elliptic equations with Ld-drift2021-03-17Paper
Elliptic equations with VMO a, b$\in L_{d}$, and c$\in L_{d/2}$2021-03-10Paper
On the heat equation with drift in $L_{d+1}$2020-12-31Paper
On diffusion processes with \(B(\mathbb{R}^2,\mathrm{VMO})\) coefficients and ``good Green's functions of the corresponding operators2020-06-16Paper
Weighted Aleksandrov estimates: PDE and stochastic versions2020-05-06Paper
Weighted parabolic Aleksandrov estimates: PDE and stochastic versions2020-03-25Paper
On Shige Peng's central limit theorem2020-02-24Paper
All functions are locally s-harmonic up to a small error2019-08-13Paper
Fully nonlinear elliptic and parabolic equations in weighted and mixed-norm Sobolev spaces2019-07-29Paper
On the adjoint Markov policies in stochastic differential games2019-03-24Paper
A note on quasi-convex functions2019-03-14Paper
Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations (short version)2019-01-22Paper
On the existence of $W^{1,2}_{p}$ solutions for fully nonlinear parabolic equations under either relaxed or no convexity assumptions2019-01-10Paper
Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations2018-10-22Paper
On the paper "All functions are locally s-harmonic up to a small error" by Dipierro, Savin, and Valdinoci2018-10-12Paper
Uniqueness for \(L_{p}\)-viscosity solutions for uniformly parabolic Isaacs equations with measurable lower order terms2018-08-23Paper
\(C^{1+\alpha}\)-regularity of viscosity solutions of general nonlinear parabolic equations2018-08-16Paper
On an energy equality in the theory of evolution equations2018-06-05Paper
On the existence of Wp2 solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions2017-10-20Paper
Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations2017-09-15Paper
On nonequivalence of regular boundary points for second-order elliptic operators2017-05-16Paper
On parabolic equations in one space dimension2016-08-16Paper
On singularity as a function of time of a conditional distribution of an exit time2016-08-10Paper
Hörmander’s theorem for stochastic partial differential equations2016-04-06Paper
Fokker–Planck–Kolmogorov Equations2016-01-19Paper
To the theory of viscosity solutions for uniformly parabolic Isaacs equations2015-11-30Paper
On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains2015-10-23Paper
Hypoellipticity for filtering problems of partially observable diffusion processes2015-05-04Paper
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces2015-04-16Paper
Approximating the value functions for stochastic differential games with the ones having bounded second derivatives2014-11-07Paper
On regularity properties and approximations of value functions for stochastic differential games in domains2014-10-31Paper
To the theory of viscosity solutions for uniformly elliptic Isaacs equations2014-10-24Paper
On \(C^{1+\alpha}\) regularity of solutions of Isaacs parabolic equations with VMO coefficients2014-10-17Paper
On the independence of the value function for stochastic differential games of the probability space2014-10-06Paper
On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations2014-09-18Paper
On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications2014-06-24Paper
Hörmander's Theorem for Parabolic Equations with Coefficients Measurable in the Time Variable2014-05-09Paper
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains2014-04-28Paper
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations2014-04-25Paper
An Ersatz Existence Theorem for Fully Nonlinear Parabolic Equations without Convexity Assumptions2014-02-24Paper
On the existence of smooth solutions for fully nonlinear elliptic equations with measurable ``coefficients without convexity assumptions2014-01-22Paper
On a result of Jessica Lin2013-10-30Paper
A relatively short proof of Itô's formula for SPDEs and its applications2013-10-22Paper
On fully nonlinear elliptic and parabolic equations with VMO coefficients in domains2013-09-16Paper
On the Existence of Solutions for Fully Nonlinear Elliptic Equations Under Relaxed Convexity Assumptions2013-07-24Paper
On the Existence of Smooth Solutions for Fully Nonlinear Parabolic Equations with Measurable “Coefficients” without Convexity Assumptions2013-07-24Paper
Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations2013-07-23Paper
https://portal.mardi4nfdi.de/entity/Q49121802013-04-03Paper
SPDEs in divergence form with VMO coefficients and filtering theory of partially observable diffusion processes with Lipschitz coefficients2013-04-03Paper
Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights2013-01-04Paper
Some \(L_{p}\)-estimates for elliptic and parabolic operators with measurable coefficients2012-09-12Paper
On Divergence Form Second-order PDEs with Growing Coefficients in W 1 p Spaces without Weights2012-09-07Paper
Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations2012-08-01Paper
On the Itô--Wentzell formula for distribution-valued processes and related topics2011-09-27Paper
Filtering partially observable diffusions up to the exit time from a domain2011-07-22Paper
Accelerated Numerical Schemes for PDEs and SPDEs2011-07-13Paper
Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients2011-07-13Paper
Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space2011-07-08Paper
Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space2011-06-10Paper
On Divergence form SPDEs with Growing Coefficients in $W^{1}_{2}$ Spaces Without Weights2011-03-25Paper
https://portal.mardi4nfdi.de/entity/Q30778112011-02-22Paper
On Bellman's equations with VMO coefficients2011-01-13Paper
Second-order elliptic and parabolic equations with $B(\mathbb{R}^{2}, VMO)$ coefficients2011-01-06Paper
https://portal.mardi4nfdi.de/entity/Q30625142011-01-03Paper
On linear elliptic and parabolic equations with growing drift in Sobolev spaces without weights2010-12-21Paper
First derivatives estimates for finite-difference schemes2010-11-07Paper
Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes2010-06-09Paper
Elliptic and parabolic equations for measures2010-05-25Paper
Elliptic and Parabolic Second-Order PDEs with Growing Coefficients2010-04-08Paper
Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations2009-12-22Paper
On Divergence Form SPDEs with VMO Coefficients2009-11-27Paper
Second-order elliptic equations with variably partially VMO coefficients2009-09-17Paper
On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients2009-07-24Paper
On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra2009-07-24Paper
On divergence form SPDEs with VMO coefficients in a half space2009-06-04Paper
https://portal.mardi4nfdi.de/entity/Q35327362008-10-28Paper
Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups2008-10-20Paper
https://portal.mardi4nfdi.de/entity/Q35259872008-09-23Paper
https://portal.mardi4nfdi.de/entity/Q35158012008-07-29Paper
Elliptic Differential Equations with Coefficients Measurable with Respect to One Variable and VMO with Respect to the Others2008-03-27Paper
https://portal.mardi4nfdi.de/entity/Q54237692007-10-31Paper
https://portal.mardi4nfdi.de/entity/Q54237812007-10-31Paper
Parabolic equations with VMO coefficients in Sobolev spaces with mixed norms2007-10-29Paper
Regularity and global bounds of densities of invariant measures of diffusion processes2007-10-22Paper
The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains2007-10-10Paper
https://portal.mardi4nfdi.de/entity/Q53099392007-10-04Paper
Elliptic equations for measures: regularity and global bounds of densities2007-09-03Paper
Parabolic equations with measurable coefficients2007-06-07Paper
On time-inhomogeneous controlled diffusion processes in domains2007-05-08Paper
Parabolic and Elliptic Equations with VMO Coefficients2007-05-08Paper
A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators2007-03-07Paper
Cauchy problems with periodic controls2006-12-05Paper
Expansion of solutions of parameterized equations and acceleration of numerical methods2006-09-26Paper
On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients2006-08-09Paper
An Accelerated Splitting-up Method for Parabolic Equations2006-05-31Paper
https://portal.mardi4nfdi.de/entity/Q52901342006-04-26Paper
https://portal.mardi4nfdi.de/entity/Q33757042006-03-16Paper
https://portal.mardi4nfdi.de/entity/Q33757062006-03-16Paper
The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients2006-03-02Paper
https://portal.mardi4nfdi.de/entity/Q33684962006-01-31Paper
Elliptic differential equations with measurable coefficients2005-12-21Paper
On diffusion approximation with discountinuous coefficients.2005-11-29Paper
Unexpected behavior of nonautonomous linear dynamical systems in two dimensions2005-10-28Paper
On weak uniqueness for some diffusions with discontinuous coefficients2005-08-05Paper
https://portal.mardi4nfdi.de/entity/Q46821462005-06-10Paper
Strong solutions of stochastic equations with singular time dependent drift2005-03-17Paper
Quasiderivatives and interior smoothness of harmonic functions associated with degenerate diffusion processes2005-03-08Paper
On The Sobolev Space Theory of Parabolic and Elliptic Equations inC1Domains2005-02-28Paper
On averaging principle for diffusion processes with null-recurrent fast component.2004-11-26Paper
On SPDEs with variable coefficients in one space dimension2004-08-20Paper
On more square root law for Brownian motion and its application to SPDEs2004-07-07Paper
Differentiability of invariant measures and of transition probabilities of singular diffusions.2004-06-15Paper
https://portal.mardi4nfdi.de/entity/Q44542132004-03-08Paper
https://portal.mardi4nfdi.de/entity/Q44451832004-01-28Paper
On the splitting-up method and stochastic partial differential equations2004-01-13Paper
https://portal.mardi4nfdi.de/entity/Q44361772003-11-24Paper
Brownian Trajectory Is a Regular Lateral Boundary for the Heat Equation2003-09-30Paper
Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains2003-08-18Paper
Mean value theorems for stochastic integrals2003-05-06Paper
https://portal.mardi4nfdi.de/entity/Q45430162002-12-04Paper
A supermartingale characterization of sets of stochastic integrals and applications2002-12-01Paper
ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS2002-11-17Paper
https://portal.mardi4nfdi.de/entity/Q47800012002-10-30Paper
https://portal.mardi4nfdi.de/entity/Q45380232002-07-11Paper
A simple proof of a result of A. Novikov2002-07-01Paper
https://portal.mardi4nfdi.de/entity/Q45297882002-05-07Paper
On the estimation of parameters for linear stochastic differential equations2002-03-06Paper
Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces2002-02-24Paper
Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach2002-01-24Paper
A direct approach to deriving filtering equations for diffusion processes2001-12-16Paper
https://portal.mardi4nfdi.de/entity/Q27262662001-07-16Paper
https://portal.mardi4nfdi.de/entity/Q44873832001-05-31Paper
https://portal.mardi4nfdi.de/entity/Q27076312001-04-03Paper
The Heat Equation inLq((0,T),Lp)-Spaces with Weights2001-03-19Paper
On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients2001-03-12Paper
SPDEs in \(L_q(\mskip-2mu(0,\tau, L_p)\) spaces]2001-01-09Paper
https://portal.mardi4nfdi.de/entity/Q42515702000-06-29Paper
Weighted sobolev spaces and the heat equation in the whole space2000-06-25Paper
https://portal.mardi4nfdi.de/entity/Q42472432000-04-04Paper
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, 19981999-12-07Paper
https://portal.mardi4nfdi.de/entity/Q38364951999-12-07Paper
Weighted sobolev spaces and laplace's equation and the heat equations in a half space1999-12-05Paper
A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space1999-11-23Paper
A Sobolev Space Theory of SPDE with Constant Coefficients on a Half Line1999-06-27Paper
https://portal.mardi4nfdi.de/entity/Q42526731999-06-21Paper
Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.1999-03-31Paper
On SPDE's and superdiffusions1998-12-28Paper
https://portal.mardi4nfdi.de/entity/Q43851881998-11-26Paper
https://portal.mardi4nfdi.de/entity/Q43966571998-06-22Paper
On a result of C. Mueller and E. Perkins1998-04-19Paper
Hölder continuity and \(L_p\) estimates for elliptic equations under general Hörmander's condition1998-03-18Paper
Probability Theory III1997-12-18Paper
https://portal.mardi4nfdi.de/entity/Q43367421997-05-14Paper
https://portal.mardi4nfdi.de/entity/Q47162161996-11-20Paper
On $L_p $-Theory of Stochastic Partial Differential Equations in the Whole Space1996-09-08Paper
Regularity of invariant measures: The case of non-constant diffusion part1996-07-15Paper
Existence of strong solutions for Itô's stochastic equations via approximations1996-07-08Paper
A parabolic Littlewood-Paley inequality with applications to parabolic equations1996-06-25Paper
Weak interior second order derivative estimates for degenerate nonlinear elliptic equations1996-05-30Paper
https://portal.mardi4nfdi.de/entity/Q48542701996-05-27Paper
https://portal.mardi4nfdi.de/entity/Q48715971996-05-14Paper
On the General Notion of Fully Nonlinear Second-Order Elliptic Equations1996-02-26Paper
https://portal.mardi4nfdi.de/entity/Q48407891995-08-01Paper
Barriers for derivatives of solutions of nonlinear elliptic equations on a surface in euclidean space1995-06-27Paper
A theorem on degenerate elliptic Bellman equations in bounded domains1995-06-13Paper
https://portal.mardi4nfdi.de/entity/Q43266151995-03-22Paper
https://portal.mardi4nfdi.de/entity/Q43255411995-03-09Paper
https://portal.mardi4nfdi.de/entity/Q42961311995-02-01Paper
https://portal.mardi4nfdi.de/entity/Q42794141994-10-10Paper
A \(W_ 2^ n\)-theory of the Dirichlet problem for SPDEs in general smooth domains1994-08-15Paper
ON THE FIRST QUASIDERIVATIVES OF SOLUTIONS OF ITÔ STOCHASTIC EQUATIONS1993-09-08Paper
Interior first order derivative estimates for solutions of nonlinear degenerate elliptic equations with constant coefficients1993-09-05Paper
On stochastic partial differential equations with unbounded coefficients1993-05-26Paper
On One-Point Weak Uniqueness for Elliptic Equations1993-05-16Paper
https://portal.mardi4nfdi.de/entity/Q40298231993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40290241993-03-28Paper
Stochastic partial differential equations with unbounded coefficients and applications. III1993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q39736121992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39762341992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39721821992-06-25Paper
A Simple Proof of the Existence of a Solution of Itô’s Equation with Monotone Coefficients1992-06-25Paper
Stochastic partial differential equations with unbounded coefficients and applications II1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q31970821990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32011791990-01-01Paper
Stochastic partial differential equations with unbounded coefficients and applications i1990-01-01Paper
SMOOTHNESS OF THE VALUE FUNCTION FOR A CONTROLLED DIFFUSION PROCESS IN A DOMAIN1990-01-01Paper
ON CONTROL OF DIFFUSION PROCESSES ON A SURFACE IN EUCLIDEAN SPACE1990-01-01Paper
A supermartingale characterization of a set of stochastic integrals1989-01-01Paper
A supermartingale characterization of a set of stochastic integrals1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32003301989-01-01Paper
ON UNCONDITIONAL SOLVABILITY OF THE BELLMAN EQUATION WITH CONSTANT COEFFICIENTS IN CONVEX DOMAINS1989-01-01Paper
ON MOMENT ESTIMATES FOR QUASIDERIVATIVES OF SOLUTIONS OF STOCHASTIC EQUATIONS WITH RESPECT TO THE INITIAL DATA, AND THEIR APPLICATION1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37917771988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38030171988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38064961988-01-01Paper
Passage to the Limit in Itô Stochastic Equations1988-01-01Paper
Degeneracy domain of a nonlinearity in the Hamilton-Jacobi-Bellmann equation with constant coefficients1987-01-01Paper
ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34734681987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37558241987-01-01Paper
The Sufficiency of Adjoined Markov Strategies for Controlled Diffusion Processes1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37761311987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38064821987-01-01Paper
ON THE FIRST BOUNDARY VALUE PROBLEM FOR NONLINEAR DEGENERATE ELLIPTIC EQUATIONS1987-01-01Paper
Characteristics of degenerate second-order parabolic Ito equations1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37342881986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37577971986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38064811986-01-01Paper
G-convergence of elliptic operators in nondivergence form1985-01-01Paper
Extremal Properties of Solutions of Stochastic Equations1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36849331985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37126561985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33320281984-01-01Paper
ON DEGENERATE NONLINEAR ELLIPTIC EQUATIONS1984-01-01Paper
ON DEGENERATE NONLINEAR ELLIPTIC EQUATIONS. II1984-01-01Paper
BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS IN A DOMAIN1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37321511984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30397941983-01-01Paper
BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33243251983-01-01Paper
Properties of monotone mappings1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39696511982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47466011982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47501711982-01-01Paper
ON CONTROLLED DIFFUSION PROCESSES WITH UNBOUNDED COEFFICIENTS1982-01-01Paper
Stochastic partial differential equations and diffusion processes1982-01-01Paper
On stochastics equations with respect to semimartingales ii. itô formula in banach spaces1982-01-01Paper
ON CONTROL OF A DIFFUSION PROCESS UP TO THE TIME OF FIRST EXIT FROM A REGION1982-01-01Paper
Stochastic evolution equations1981-01-01Paper
Traditional proof of Bellman's equation for controlled diffusion processes1981-01-01Paper
A CERTAIN PROPERTY OF SOLUTIONS OF PARABOLIC EQUATIONS WITH MEASURABLE COEFFICIENTS1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39287531981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39382951981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39460601981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39629011981-01-01Paper
Bellman's equation for uniformly nondegenerate stochastic processes1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38606871980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38700771980-01-01Paper
SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38807281980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38812131980-01-01Paper
On stochastic equations with respect to semimartingales I.1980-01-01Paper
On the Equivalence of $\sigma $-Algebras in the Filtering Problem of Diffusion Processes1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39103611980-01-01Paper
On Extending the Optimality Region of Wald’s Test1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41905451979-01-01Paper
ON THE MAXIMUM PRINCIPLE FOR NONLINEAR PARABOLIC AND ELLIPTIC EQUATIONS1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38575081979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38676991979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38750411979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38767681979-01-01Paper
ON PASSING TO THE LIMIT IN DEGENERATE BELLMAN EQUATIONS. II1979-01-01Paper
ON THE LIMIT PASSAGE IN PARABOLIC BELLMAN EQUATIONS1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39097831979-01-01Paper
ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41582741978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41830771978-01-01Paper
ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41881801978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41989871978-01-01Paper
SOME PROPERTIES OF THE NORMAL IMAGE OF CONVEX FUNCTIONS1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30508311978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38602621978-01-01Paper
ON PASSING TO THE LIMIT IN DEGENERATE BELLMAN EQUATIONS. I1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41473631977-01-01Paper
ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36588311977-01-01Paper
Sequences of convex functions and estimates of the maximum of the solution of a parabolic equation1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41154841976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41212531976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41240581976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41252411976-01-01Paper
An Example of a One-Dimensional Controlled Process1976-01-01Paper
SOME ESTIMATES OF THE PROBABILITY DENSITY OF A STOCHASTIC INTEGRAL1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39389891975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40454111974-01-01Paper
ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56710431973-01-01Paper
ON CONTROL OF THE SOLUTION OF A STOCHASTIC INTEGRAL EQUATION WITH DEGENERATION1973-01-01Paper
Precise barriers in an oblique derivative problem1973-01-01Paper
The Regularity of Conditional Probabilities for Stochastic Processes1973-01-01Paper
Some Estimates in the Theory of Stochastic Integrals1973-01-01Paper
ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56691891972-01-01Paper
Control of a Solution of a Stochastic Integral Equation1972-01-01Paper
A bound for the solution of an elliptic equation1972-01-01Paper
Addendum: On Itô’s Stochastic Integral Equations1972-01-01Paper
CONTROL OF MARKOV PROCESSES AND $ W$-SPACES1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56186321971-01-01Paper
BOUNDED INHOMOGENEOUS NONLINEAR ELLIPTIC AND PARABOLIC EQUATIONS IN THE PLANE1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56429791971-01-01Paper
An Inequality in the Theory of Stochastic Integrals1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56827091971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55873511970-01-01Paper
ON A CLASS OF NONLINEAR EQUATIONS IN A SPACE OF MEASURABLE FUNCTIONS1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56148821970-01-01Paper
ON EQUATIONS OF MINIMAX TYPE IN THE THEORY OF ELLIPTIC AND PARABOLIC EQUATIONS IN THE PLANE1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56289901970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55672871969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55704501969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55819091969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55833921969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56173541969-01-01Paper
Diffusion on a plane with reflection. Construction of the process1969-01-01Paper
Diffusion in a plane with reflection. The boundary problem1969-01-01Paper
On Itô’s Stochastic Integral Equations1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55659961969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55672861969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55246821967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56002301966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55478401966-01-01Paper
On Regular Boundary Points for Markov Processes1966-01-01Paper
On Markov Random Sets1965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55124871965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55257111965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55648431965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57361651964-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47658531964-01-01Paper

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