N. V. Krylov

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On parabolic equations in Sobolev spaces with lower-order coefficients from Morrey spaces2025-12-05Paper
On the adjoint Markov policies in stochastic differential games
Communications on Stochastic Analysis
2025-09-25Paper
Two results related to elliptic and parabolic equations. Case of Morrey spaces
NoDEA. Nonlinear Differential Equations and Applications
2025-07-16Paper
Once again about weak uniqueness for SDE with singular coefficients
Journal of Mathematical Sciences (New York)
2025-06-05Paper
On the 90th birthday of Nina Nikolaevna Uraltseva
Russian Mathematical Surveys
2025-05-22Paper
On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
Stochastic Processes and their Applications
2025-05-06Paper
On parabolic equations in Morrey spaces with VMO a and Morrey b, c
NoDEA. Nonlinear Differential Equations and Applications
2025-01-24Paper
On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
Stochastic Processes and their Applications
2025-01-08Paper
A remark on a paper by F. Chiarenza and M. Frasca
Proceedings of the American Mathematical Society
2024-09-11Paper
Once again on weak solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
Electronic Journal of Probability
2024-08-30Paper
On a new proof of the key step in the proof of Brouwer's fixed point theorem
Journal of Mathematical Sciences (New York)
2024-06-28Paper
On parabolic Adams's, the Chiarenza-Frasca theorems, and some other results related to parabolic Morrey spaces
Mathematics in Engineering
2024-03-14Paper
On strong solutions of Itô's equations with \(D \sigma\) and \(b\) in Morrey classes containing \(L_d\)
The Annals of Probability
2024-01-23Paper
On diffusion processes with drift in a Morrey class containing \(L_{d+2}\)
Journal of Dynamics and Differential Equations
2023-12-21Paper
Estimates in \(L_p\) for solutions of SPDEs with coefficients in Morrey classes
Stochastic and Partial Differential Equations. Analysis and Computations
2023-11-30Paper
A review of some new results in the theory of linear elliptic equations with drift in L_d
Harmonic Analysis and Partial Differential Equations
2023-11-17Paper
On Nondegenerate Itô Processes with Moderated Drift
Theory of Probability & Its Applications
2023-11-14Paper
On parabolic equations in Sobolev spaces with lower-order coefficients from Morrey spaces2023-11-06Paper
On diffusion processes with drift in \(L_{d+1}\)
Potential Analysis
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 coefficients
Transactions of the American Mathematical Society
2023-09-07Paper
On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
Stochastic and Partial Differential Equations. Analysis and Computations
2023-06-26Paper
On potentials of Itô's processes with drift in \(L_{d+1}\)
Potential Analysis
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,c2023-04-07Paper
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 \(L_{d+1}\)
Methods and Applications of Analysis
2023-03-07Paper
Linear and fully nonlinear elliptic equations with Morrey drift
Journal of Mathematical Sciences (New York)
2023-02-14Paper
Existence of strong solutions for Itô's stochastic equations via approximations: revisited
Stochastic and Partial Differential Equations. Analysis and Computations
2022-11-07Paper
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 theorem
Stochastics
2022-07-08Paper
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 coefficients
Statistical Inference for Stochastic Processes
2022-05-16Paper
Some properties of solutions of Itô equations with drift in \(L_{d+1}\)
Stochastic Processes and their Applications
2022-04-01Paper
Aleksandrov's estimates for elliptic equations with drift in Morrey spaces containing \(L_d\)
Proceedings of the American Mathematical Society
2022-02-04Paper
On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)
The Annals of Probability
2022-02-01Paper
On stochastic equations with drift in \({L_d}\)
The Annals of Probability
2021-12-08Paper
On parabolic Adams's theorem and some other results related to parabolic Morrey spaces2021-10-18Paper
scientific article; zbMATH DE number 7406952 (Why is no real title available?)2021-10-05Paper
Linear and fully nonlinear elliptic equations with Morrey drift
(available as arXiv preprint)
2021-08-15Paper
On stochastic Itô processes with drift in \(L_d\)
Stochastic Processes and their Applications
2021-06-04Paper
Rubio de Francia extrapolation theorem and related topics in the theory of elliptic and parabolic equations. A survey
St. Petersburg Mathematical Journal
2021-05-26Paper
On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)
Ukrainian Mathematical Journal
2021-05-20Paper
A review of some new results in the theory of linear elliptic equations with drift in L_d
Analysis and Mathematical Physics
2021-04-01Paper
On diffusion processes with drift in \(L_d\)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2021-03-30Paper
Linear and fully nonlinear elliptic equations with L_d-drift
Communications in Partial Differential Equations
2021-03-17Paper
Elliptic equations with VMO \(a,b\in L_d\), and \(c\in L_{d/2}\)
Transactions of the American Mathematical Society
2021-03-10Paper
On the heat equation with drift in $L_{d+1}$
(available as arXiv preprint)
2020-12-31Paper
On diffusion processes with \(B(\mathbb{R}^2,\mathrm{VMO})\) coefficients and ``good'' Green's functions of the corresponding operators
Calculus of Variations and Partial Differential Equations
2020-06-16Paper
Weighted Aleksandrov estimates: PDE and stochastic versions
St. Petersburg Mathematical Journal
2020-05-06Paper
Weighted parabolic Aleksandrov estimates: PDE and stochastic versions
Journal of Mathematical Sciences (New York)
2020-03-25Paper
On Shige Peng's central limit theorem
Stochastic Processes and their Applications
2020-02-24Paper
All functions are locally s-harmonic up to a small error
Journal of Functional Analysis
2019-08-13Paper
Fully nonlinear elliptic and parabolic equations in weighted and mixed-norm Sobolev spaces
Calculus of Variations and Partial Differential Equations
2019-07-29Paper
On the adjoint Markov policies in stochastic differential games2019-03-24Paper
A note on quasi-convex functions2019-03-14Paper
A note on quasi-convex functions
(available as arXiv preprint)
2019-03-14Paper
Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations (short version)2019-01-22Paper
On the existence of \(W_p^{1, 2}\) solutions for fully nonlinear parabolic equations under either relaxed or no convexity assumptions
(available as arXiv preprint)
2019-01-10Paper
Sobolev and viscosity solutions for fully nonlinear elliptic and parabolic equations
Mathematical Surveys and Monographs
2018-10-22Paper
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 terms
Communications on Pure and Applied Analysis
2018-08-23Paper
\(C^{1+\alpha}\)-regularity of viscosity solutions of general nonlinear parabolic equations
Journal of Mathematical Sciences (New York)
2018-08-16Paper
On an energy equality in the theory of evolution equations
Complex Variables and Elliptic Equations
2018-06-05Paper
On the existence of W_p^2 solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions
Communications in Contemporary Mathematics
2017-10-20Paper
Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations
Archive for Rational Mechanics and Analysis
2017-09-15Paper
On nonequivalence of regular boundary points for second-order elliptic operators
Communications in Partial Differential Equations
2017-05-16Paper
On parabolic equations in one space dimension
Communications in Partial Differential Equations
2016-08-16Paper
On singularity as a function of time of a conditional distribution of an exit time
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2016-08-10Paper
Hörmander's theorem for stochastic partial differential equations
St. Petersburg Mathematical Journal
2016-04-06Paper
Fokker-Planck-Kolmogorov equations
Mathematical Surveys and Monographs
2016-01-19Paper
To the theory of viscosity solutions for uniformly parabolic Isaacs equations
Methods and Applications of Analysis
2015-11-30Paper
On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains
Communications in Partial Differential Equations
2015-10-23Paper
Hypoellipticity for filtering problems of partially observable diffusion processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2015-05-04Paper
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
Stochastic and Partial Differential Equations. Analysis and Computations
2015-04-16Paper
Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
Stochastic Processes and their Applications
2014-11-07Paper
On regularity properties and approximations of value functions for stochastic differential games in domains
The Annals of Probability
2014-10-31Paper
On regularity properties and approximations of value functions for stochastic differential games in domains
The Annals of Probability
2014-10-31Paper
To the theory of viscosity solutions for uniformly elliptic Isaacs equations
Journal of Functional Analysis
2014-10-24Paper
On \(C^{1+\alpha}\) regularity of solutions of Isaacs parabolic equations with VMO coefficients
NoDEA. Nonlinear Differential Equations and Applications
2014-10-17Paper
On the independence of the value function for stochastic differential games of the probability space
Stochastic Processes and their Applications
2014-10-06Paper
On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
Applied Mathematics and Optimization
2014-09-18Paper
On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications
Journal of Mathematical Sciences (New York)
2014-06-24Paper
Hörmander's theorem for parabolic equations with coefficients measurable in the time variable
SIAM Journal on Mathematical Analysis
2014-05-09Paper
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
Stochastic Processes and their Applications
2014-04-28Paper
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2014-04-25Paper
An ersatz existence theorem for fully nonlinear parabolic equations without convexity assumptions
SIAM Journal on Mathematical Analysis
2014-02-24Paper
On the existence of smooth solutions for fully nonlinear elliptic equations with measurable ``coefficients'' without convexity assumptions
Methods and Applications of Analysis
2014-01-22Paper
On the existence of smooth solutions for fully nonlinear elliptic equations with measurable ``coefficients'' without convexity assumptions
Methods and Applications of Analysis
2014-01-22Paper
On a result of Jessica Lin2013-10-30Paper
A relatively short proof of Itô's formula for SPDEs and its applications
Stochastic and Partial Differential Equations. Analysis and Computations
2013-10-22Paper
On fully nonlinear elliptic and parabolic equations with VMO coefficients in domains
St. Petersburg Mathematical Journal
2013-09-16Paper
On the existence of \(W^2_p\) solutions for fully nonlinear elliptic equations under relaxed convexity assumptions
Communications in Partial Differential Equations
2013-07-24Paper
On the existence of smooth solutions for fully nonlinear parabolic equations with measurable ``coefficients'' without convexity assumptions
Communications in Partial Differential Equations
2013-07-24Paper
Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman's equations
Mathematics of Computation
2013-07-23Paper
Accelerated finite difference schemes for second order degenerate elliptic and parabolic PDE's in the whole space2013-04-03Paper
SPDEs in divergence form with VMO coefficients and filtering theory of partially observable diffusion processes with Lipschitz coefficients
(available as arXiv preprint)
2013-04-03Paper
Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights
Illinois Journal of Mathematics
2013-01-04Paper
Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights
Illinois Journal of Mathematics
2013-01-04Paper
Some \(L_{p}\)-estimates for elliptic and parabolic operators with measurable coefficients
Discrete and Continuous Dynamical Systems. Series B
2012-09-12Paper
On divergence form second-order PDEs with growing coefficients in \(W^{1}_{p}\) spaces without weights
Progress in Nonlinear Differential Equations and Their Applications
2012-09-07Paper
Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations
Applied Mathematics and Optimization
2012-08-01Paper
On the Itô--Wentzell formula for distribution-valued processes and related topics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2011-09-27Paper
Filtering partially observable diffusions up to the exit time from a domain
Stochastic Processes and their Applications
2011-07-22Paper
Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients
(available as arXiv preprint)
2011-07-13Paper
Accelerated numerical schemes for PDEs and SPDEs
Stochastic Analysis 2010
2011-07-13Paper
Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
Mathematics of Computation
2011-07-08Paper
Accelerated finite difference schemes for linear stochastic partial differential equations in the whole space
SIAM Journal on Mathematical Analysis
2011-06-10Paper
On divergence form SPDEs with growing coefficients in \(W^{1}_{2}\) spaces without weights
SIAM Journal on Mathematical Analysis
2011-03-25Paper
scientific article; zbMATH DE number 5855906 (Why is no real title available?)2011-02-22Paper
On Bellman's equations with VMO coefficients
Methods and Applications of Analysis
2011-01-13Paper
On Bellman's equations with VMO coefficients
Methods and Applications of Analysis
2011-01-13Paper
Second-order elliptic and parabolic equations with $B(\mathbb{R}^{2}, VMO)$ coefficients
Transactions of the American Mathematical Society
2011-01-06Paper
scientific article; zbMATH DE number 5831855 (Why is no real title available?)2011-01-03Paper
On linear elliptic and parabolic equations with growing drift in Sobolev spaces without weights
Journal of Mathematical Sciences (New York)
2010-12-21Paper
First derivatives estimates for finite-difference schemes
Mathematics of Computation
2010-11-07Paper
Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2010-06-09Paper
Elliptic and parabolic equations for measures
Russian Mathematical Surveys
2010-05-25Paper
Elliptic and Parabolic Second-Order PDEs with Growing Coefficients
Communications in Partial Differential Equations
2010-04-08Paper
Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations
Methods and Applications of Analysis
2009-12-22Paper
Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations
Methods and Applications of Analysis
2009-12-22Paper
On Divergence Form SPDEs with VMO Coefficients
SIAM Journal on Mathematical Analysis
2009-11-27Paper
Second-order elliptic equations with variably partially VMO coefficients
Journal of Functional Analysis
2009-09-17Paper
On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
Applied Mathematics and Optimization
2009-07-24Paper
On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients
Applied Mathematics and Optimization
2009-07-24Paper
On divergence form SPDEs with VMO coefficients in a half space
Stochastic Processes and their Applications
2009-06-04Paper
Controlled diffusion processes. Translated by A. B. Aries2008-10-28Paper
Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups
The Annals of Probability
2008-10-20Paper
scientific article; zbMATH DE number 5346226 (Why is no real title available?)2008-09-23Paper
On parabolic PDEs and SPDEs in Sobolev spaces W^2_p without and with weights2008-07-29Paper
Elliptic Differential Equations with Coefficients Measurable with Respect to One Variable and VMO with Respect to the Others
SIAM Journal on Mathematical Analysis
2008-03-27Paper
scientific article; zbMATH DE number 5207300 (Why is no real title available?)
(available as arXiv preprint)
2007-10-31Paper
Stochastic evolution equations2007-10-31Paper
Parabolic equations with VMO coefficients in Sobolev spaces with mixed norms
Journal of Functional Analysis
2007-10-29Paper
Regularity and global bounds of densities of invariant measures of diffusion processes
Doklady Mathematics
2007-10-22Paper
The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains
Applied Mathematics and Optimization
2007-10-10Paper
Filtering and prediction: A primer2007-10-04Paper
Elliptic equations for measures: regularity and global bounds of densities
Journal de Mathématiques Pures et Appliquées. Neuvième Série
2007-09-03Paper
Parabolic equations with measurable coefficients
Potential Analysis
2007-06-07Paper
On time-inhomogeneous controlled diffusion processes in domains
The Annals of Probability
2007-05-08Paper
Parabolic and Elliptic Equations with VMO Coefficients
Communications in Partial Differential Equations
2007-05-08Paper
A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators
Mathematics of Computation
2007-03-07Paper
Cauchy problems with periodic controls
Collectanea Mathematica
2006-12-05Paper
Expansion of solutions of parameterized equations and acceleration of numerical methods
Illinois Journal of Mathematics
2006-09-26Paper
On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients
St. Petersburg Mathematical Journal
2006-08-09Paper
An Accelerated Splitting-up Method for Parabolic Equations
SIAM Journal on Mathematical Analysis
2006-05-31Paper
scientific article; zbMATH DE number 5019622 (Why is no real title available?)2006-04-26Paper
scientific article; zbMATH DE number 5012792 (Why is no real title available?)2006-03-16Paper
scientific article; zbMATH DE number 5012790 (Why is no real title available?)2006-03-16Paper
The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
Applied Mathematics and Optimization
2006-03-02Paper
scientific article; zbMATH DE number 5002671 (Why is no real title available?)2006-01-31Paper
Elliptic differential equations with measurable coefficients2005-12-21Paper
On diffusion approximation with discountinuous coefficients.
Stochastic Processes and their Applications
2005-11-29Paper
Unexpected behavior of nonautonomous linear dynamical systems in two dimensions
Journal of Dynamics and Differential Equations
2005-10-28Paper
On weak uniqueness for some diffusions with discontinuous coefficients
Stochastic Processes and their Applications
2005-08-05Paper
scientific article; zbMATH DE number 2174798 (Why is no real title available?)2005-06-10Paper
Strong solutions of stochastic equations with singular time dependent drift
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2005-03-17Paper
Quasiderivatives and interior smoothness of harmonic functions associated with degenerate diffusion processes
Electronic Journal of Probability
2005-03-08Paper
Quasiderivatives and interior smoothness of harmonic functions associated with degenerate diffusion processes
Electronic Journal of Probability
2005-03-08Paper
On The Sobolev Space Theory of Parabolic and Elliptic Equations in<i>C</i><sup>1</sup>Domains
SIAM Journal on Mathematical Analysis
2005-02-28Paper
On averaging principle for diffusion processes with null-recurrent fast component.
Stochastic Processes and their Applications
2004-11-26Paper
On SPDEs with variable coefficients in one space dimension
Potential Analysis
2004-08-20Paper
On more square root law for Brownian motion and its application to SPDEs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2004-07-07Paper
Differentiability of invariant measures and of transition probabilities of singular diffusions.
Doklady Mathematics
2004-06-15Paper
scientific article; zbMATH DE number 2052571 (Why is no real title available?)2004-03-08Paper
scientific article; zbMATH DE number 2034520 (Why is no real title available?)2004-01-28Paper
On the splitting-up method and stochastic partial differential equations
The Annals of Probability
2004-01-13Paper
scientific article; zbMATH DE number 2007679 (Why is no real title available?)2003-11-24Paper
Brownian Trajectory Is a Regular Lateral Boundary for the Heat Equation
SIAM Journal on Mathematical Analysis
2003-09-30Paper
Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains
Applied Mathematics and Optimization
2003-08-18Paper
Mean value theorems for stochastic integrals
The Annals of Probability
2003-05-06Paper
scientific article; zbMATH DE number 1779819 (Why is no real title available?)2002-12-04Paper
A supermartingale characterization of sets of stochastic integrals and applications
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2002-12-01Paper
ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
Communications in Partial Differential Equations
2002-11-17Paper
scientific article; zbMATH DE number 1821756 (Why is no real title available?)2002-10-30Paper
scientific article; zbMATH DE number 1766619 (Why is no real title available?)2002-07-11Paper
scientific article; zbMATH DE number 1766619 (Why is no real title available?)2002-07-11Paper
A simple proof of a result of A. Novikov2002-07-01Paper
scientific article; zbMATH DE number 1738335 (Why is no real title available?)2002-05-07Paper
On the estimation of parameters for linear stochastic differential equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2002-03-06Paper
Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces
Journal of Functional Analysis
2002-02-24Paper
Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach
Applied Mathematics and Optimization
2002-01-24Paper
A direct approach to deriving filtering equations for diffusion processes
Applied Mathematics and Optimization
2001-12-16Paper
Constructing the super-Brownian process by using SPDEs and Skorokhod's method2001-07-16Paper
scientific article; zbMATH DE number 1463262 (Why is no real title available?)2001-05-31Paper
scientific article; zbMATH DE number 1463262 (Why is no real title available?)2001-05-31Paper
scientific article; zbMATH DE number 1583965 (Why is no real title available?)2001-04-03Paper
The heat equation in \(L_{q}((0,T),L_{p})\)-spaces with weights
SIAM Journal on Mathematical Analysis
2001-03-19Paper
On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2001-03-12Paper
SPDEs in \(L_q(\mskip-2mu(0,\tau], L_p)\) spaces
Electronic Journal of Probability
2001-01-09Paper
scientific article; zbMATH DE number 1304736 (Why is no real title available?)2000-06-29Paper
Weighted sobolev spaces and the heat equation in the whole space
Applicable Analysis
2000-06-25Paper
scientific article; zbMATH DE number 1302005 (Why is no real title available?)2000-04-04Paper
scientific article; zbMATH DE number 1375552 (Why is no real title available?)1999-12-07Paper
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
Lecture Notes in Mathematics
1999-12-07Paper
Weighted sobolev spaces and laplace's equation and the heat equations in a half space
Communications in Partial Differential Equations
1999-12-05Paper
A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
SIAM Journal on Mathematical Analysis
1999-11-23Paper
A Sobolev Space Theory of SPDE with Constant Coefficients on a Half Line
SIAM Journal on Mathematical Analysis
1999-06-27Paper
scientific article; zbMATH DE number 1306236 (Why is no real title available?)1999-06-21Paper
Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
Electronic Journal of Probability
1999-03-31Paper
Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
Electronic Journal of Probability
1999-03-31Paper
On SPDE's and superdiffusions
The Annals of Probability
1998-12-28Paper
scientific article; zbMATH DE number 1140119 (Why is no real title available?)1998-11-26Paper
scientific article; zbMATH DE number 1140119 (Why is no real title available?)1998-11-26Paper
scientific article; zbMATH DE number 1166343 (Why is no real title available?)1998-06-22Paper
On a result of C. Mueller and E. Perkins
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1998-04-19Paper
Hölder continuity and \(L_p\) estimates for elliptic equations under general Hörmander's condition
Topological Methods in Nonlinear Analysis
1998-03-18Paper
Probability Theory III
Encyclopaedia of Mathematical Sciences
1997-12-18Paper
scientific article; zbMATH DE number 1009506 (Why is no real title available?)1997-05-14Paper
scientific article; zbMATH DE number 947827 (Why is no real title available?)1996-11-20Paper
On L_p -Theory of Stochastic Partial Differential Equations in the Whole Space
SIAM Journal on Mathematical Analysis
1996-09-08Paper
Regularity of invariant measures: The case of non-constant diffusion part
Journal of Functional Analysis
1996-07-15Paper
Existence of strong solutions for Itô's stochastic equations via approximations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1996-07-08Paper
A parabolic Littlewood-Paley inequality with applications to parabolic equations
Topological Methods in Nonlinear Analysis
1996-06-25Paper
Weak interior second order derivative estimates for degenerate nonlinear elliptic equations
Differential and Integral Equations
1996-05-30Paper
scientific article; zbMATH DE number 816093 (Why is no real title available?)1996-05-27Paper
scientific article; zbMATH DE number 816093 (Why is no real title available?)1996-05-27Paper
scientific article; zbMATH DE number 862387 (Why is no real title available?)1996-05-14Paper
On the General Notion of Fully Nonlinear Second-Order Elliptic Equations1996-02-26Paper
scientific article; zbMATH DE number 780870 (Why is no real title available?)1995-08-01Paper
Barriers for derivatives of solutions of nonlinear elliptic equations on a surface in euclidean space
Communications in Partial Differential Equations
1995-06-27Paper
A theorem on degenerate elliptic Bellman equations in bounded domains
Differential and Integral Equations
1995-06-13Paper
scientific article; zbMATH DE number 736271 (Why is no real title available?)1995-03-22Paper
scientific article; zbMATH DE number 732507 (Why is no real title available?)1995-03-09Paper
scientific article; zbMATH DE number 590287 (Why is no real title available?)1995-02-01Paper
scientific article; zbMATH DE number 503107 (Why is no real title available?)1994-10-10Paper
A \(W_ 2^ n\)-theory of the Dirichlet problem for SPDEs in general smooth domains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1994-08-15Paper
ON THE FIRST QUASIDERIVATIVES OF SOLUTIONS OF ITÔ STOCHASTIC EQUATIONS
Russian Academy of Sciences. Izvestiya Mathematics
1993-09-08Paper
Interior first order derivative estimates for solutions of nonlinear degenerate elliptic equations with constant coefficients
Communications in Partial Differential Equations
1993-09-05Paper
On stochastic partial differential equations with unbounded coefficients
Potential Analysis
1993-05-26Paper
On One-Point Weak Uniqueness for Elliptic Equations
Communications in Partial Differential Equations
1993-05-16Paper
scientific article; zbMATH DE number 146464 (Why is no real title available?)1993-04-01Paper
scientific article; zbMATH DE number 140597 (Why is no real title available?)1993-03-28Paper
Stochastic partial differential equations with unbounded coefficients and applications. III
Stochastics and Stochastic Reports
1993-01-16Paper
scientific article; zbMATH DE number 18820 (Why is no real title available?)1992-06-26Paper
scientific article; zbMATH DE number 16921 (Why is no real title available?)1992-06-26Paper
scientific article; zbMATH DE number 15542 (Why is no real title available?)1992-06-25Paper
A Simple Proof of the Existence of a Solution of Itô’s Equation with Monotone Coefficients
Theory of Probability & Its Applications
1992-06-25Paper
Stochastic partial differential equations with unbounded coefficients and applications II
Stochastics and Stochastic Reports
1992-06-25Paper
ON CONTROL OF DIFFUSION PROCESSES ON A SURFACE IN EUCLIDEAN SPACE
Mathematics of the USSR-Sbornik
1990-01-01Paper
scientific article; zbMATH DE number 4178256 (Why is no real title available?)1990-01-01Paper
scientific article; zbMATH DE number 4178256 (Why is no real title available?)1990-01-01Paper
scientific article; zbMATH DE number 4172082 (Why is no real title available?)1990-01-01Paper
Stochastic partial differential equations with unbounded coefficients and applications i
Stochastics and Stochastic Reports
1990-01-01Paper
SMOOTHNESS OF THE VALUE FUNCTION FOR A CONTROLLED DIFFUSION PROCESS IN A DOMAIN
Mathematics of the USSR-Izvestiya
1990-01-01Paper
ON MOMENT ESTIMATES FOR QUASIDERIVATIVES OF SOLUTIONS OF STOCHASTIC EQUATIONS WITH RESPECT TO THE INITIAL DATA, AND THEIR APPLICATION
Mathematics of the USSR-Sbornik
1989-01-01Paper
ON UNCONDITIONAL SOLVABILITY OF THE BELLMAN EQUATION WITH CONSTANT COEFFICIENTS IN CONVEX DOMAINS
Mathematics of the USSR-Sbornik
1989-01-01Paper
scientific article; zbMATH DE number 4176128 (Why is no real title available?)1989-01-01Paper
A supermartingale characterization of a set of stochastic integrals
Ukrainian Mathematical Journal
1989-01-01Paper
A supermartingale characterization of a set of stochastic integrals
Ukrainian Mathematical Journal
1989-01-01Paper
scientific article; zbMATH DE number 4070788 (Why is no real title available?)1988-01-01Paper
scientific article; zbMATH DE number 4056422 (Why is no real title available?)1988-01-01Paper
scientific article; zbMATH DE number 4076228 (Why is no real title available?)1988-01-01Paper
Passage to the Limit in Itô Stochastic Equations
Theory of Probability & Its Applications
1988-01-01Paper
ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE
Mathematics of the USSR-Sbornik
1987-01-01Paper
scientific article; zbMATH DE number 4076207 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4004696 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4036573 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4142558 (Why is no real title available?)1987-01-01Paper
The Sufficiency of Adjoined Markov Strategies for Controlled Diffusion Processes
Theory of Probability & Its Applications
1987-01-01Paper
Degeneracy domain of a nonlinearity in the Hamilton-Jacobi-Bellmann equation with constant coefficients
Mathematical Notes
1987-01-01Paper
ON THE FIRST BOUNDARY VALUE PROBLEM FOR NONLINEAR DEGENERATE ELLIPTIC EQUATIONS
Mathematics of the USSR-Izvestiya
1987-01-01Paper
scientific article; zbMATH DE number 3965954 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 4076206 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 4006128 (Why is no real title available?)1986-01-01Paper
Characteristics of degenerate second-order parabolic Ito equations
Journal of Soviet Mathematics
1986-01-01Paper
scientific article; zbMATH DE number 3907497 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3939797 (Why is no real title available?)1985-01-01Paper
G-convergence of elliptic operators in nondivergence form
Mathematical Notes
1985-01-01Paper
Extremal Properties of Solutions of Stochastic Equations
Theory of Probability & Its Applications
1985-01-01Paper
BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS IN A DOMAIN
Mathematics of the USSR-Izvestiya
1984-01-01Paper
ON DEGENERATE NONLINEAR ELLIPTIC EQUATIONS
Mathematics of the USSR-Sbornik
1984-01-01Paper
ON DEGENERATE NONLINEAR ELLIPTIC EQUATIONS. II
Mathematics of the USSR-Sbornik
1984-01-01Paper
scientific article; zbMATH DE number 3964508 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3864229 (Why is no real title available?)1984-01-01Paper
BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS
Mathematics of the USSR-Izvestiya
1983-01-01Paper
scientific article; zbMATH DE number 3832465 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3855586 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3806019 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3793154 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3802586 (Why is no real title available?)1982-01-01Paper
Properties of monotone mappings
Lithuanian Mathematical Journal
1982-01-01Paper
Stochastic partial differential equations and diffusion processes
Russian Mathematical Surveys
1982-01-01Paper
On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
Stochastics
1982-01-01Paper
ON CONTROLLED DIFFUSION PROCESSES WITH UNBOUNDED COEFFICIENTS
Mathematics of the USSR-Izvestiya
1982-01-01Paper
ON CONTROL OF A DIFFUSION PROCESS UP TO THE TIME OF FIRST EXIT FROM A REGION
Mathematics of the USSR-Izvestiya
1982-01-01Paper
A CERTAIN PROPERTY OF SOLUTIONS OF PARABOLIC EQUATIONS WITH MEASURABLE COEFFICIENTS
Mathematics of the USSR-Izvestiya
1981-01-01Paper
scientific article; zbMATH DE number 3744236 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3763815 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3784772 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3753793 (Why is no real title available?)1981-01-01Paper
Traditional proof of Bellman's equation for controlled diffusion processes
Lithuanian Mathematical Journal
1981-01-01Paper
Stochastic evolution equations
Journal of Soviet Mathematics
1981-01-01Paper
SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
Mathematics of the USSR-Sbornik
1980-01-01Paper
scientific article; zbMATH DE number 3662418 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3720745 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3685970 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3673290 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3685382 (Why is no real title available?)1980-01-01Paper
Bellman's equation for uniformly nondegenerate stochastic processes
Lithuanian Mathematical Journal
1980-01-01Paper
On the Equivalence of \sigma -Algebras in the Filtering Problem of Diffusion Processes
Theory of Probability & Its Applications
1980-01-01Paper
On Extending the Optimality Region of Wald’s Test
Theory of Probability & Its Applications
1980-01-01Paper
On stochastic equations with respect to semimartingales I.<sup>†</sup>
Stochastics
1980-01-01Paper
ON PASSING TO THE LIMIT IN DEGENERATE BELLMAN EQUATIONS. II
Mathematics of the USSR-Sbornik
1979-01-01Paper
ON THE LIMIT PASSAGE IN PARABOLIC BELLMAN EQUATIONS
Mathematics of the USSR-Izvestiya
1979-01-01Paper
scientific article; zbMATH DE number 3658766 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3720117 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3680862 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3628846 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3678875 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3670327 (Why is no real title available?)1979-01-01Paper
ON THE MAXIMUM PRINCIPLE FOR NONLINEAR PARABOLIC AND ELLIPTIC EQUATIONS
Mathematics of the USSR-Izvestiya
1979-01-01Paper
ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS
Mathematics of the USSR-Sbornik
1978-01-01Paper
SOME PROPERTIES OF THE NORMAL IMAGE OF CONVEX FUNCTIONS
Mathematics of the USSR-Sbornik
1978-01-01Paper
ON PASSING TO THE LIMIT IN DEGENERATE BELLMAN EQUATIONS. I
Mathematics of the USSR-Sbornik
1978-01-01Paper
scientific article; zbMATH DE number 3645606 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3591159 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3638186 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3661905 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3625901 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3618600 (Why is no real title available?)1978-01-01Paper
ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
Mathematics of the USSR-Izvestiya
1978-01-01Paper
ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
Mathematics of the USSR-Izvestiya
1977-01-01Paper
scientific article; zbMATH DE number 3578097 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3810606 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3546547 (Why is no real title available?)1976-01-01Paper
scientific article; zbMATH DE number 3549914 (Why is no real title available?)1976-01-01Paper
scientific article; zbMATH DE number 3551262 (Why is no real title available?)1976-01-01Paper
scientific article; zbMATH DE number 3539672 (Why is no real title available?)1976-01-01Paper
Sequences of convex functions and estimates of the maximum of the solution of a parabolic equation
Siberian Mathematical Journal
1976-01-01Paper
An Example of a One-Dimensional Controlled Process
Theory of Probability & Its Applications
1976-01-01Paper
SOME ESTIMATES OF THE PROBABILITY DENSITY OF A STOCHASTIC INTEGRAL
Mathematics of the USSR-Izvestiya
1975-01-01Paper
scientific article; zbMATH DE number 3755605 (Why is no real title available?)1975-01-01Paper
scientific article; zbMATH DE number 3459664 (Why is no real title available?)1974-01-01Paper
ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
Mathematics of the USSR-Izvestiya
1974-01-01Paper
scientific article; zbMATH DE number 3404792 (Why is no real title available?)1973-01-01Paper
Some Estimates in the Theory of Stochastic Integrals
Theory of Probability & Its Applications
1973-01-01Paper
The Regularity of Conditional Probabilities for Stochastic Processes
Theory of Probability & Its Applications
1973-01-01Paper
Precise barriers in an oblique derivative problem
Siberian Mathematical Journal
1973-01-01Paper
ON CONTROL OF THE SOLUTION OF A STOCHASTIC INTEGRAL EQUATION WITH DEGENERATION
Mathematics of the USSR-Izvestiya
1973-01-01Paper
scientific article; zbMATH DE number 3401425 (Why is no real title available?)1972-01-01Paper
Control of a Solution of a Stochastic Integral Equation
Theory of Probability & Its Applications
1972-01-01Paper
Addendum: On Itô’s Stochastic Integral Equations
Theory of Probability & Its Applications
1972-01-01Paper
CONTROL OF MARKOV PROCESSES AND W-SPACES
Mathematics of the USSR-Izvestiya
1972-01-01Paper
ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION
Mathematics of the USSR-Izvestiya
1972-01-01Paper
A bound for the solution of an elliptic equation
Moscow University Mathematics Bulletin
1972-01-01Paper
BOUNDED INHOMOGENEOUS NONLINEAR ELLIPTIC AND PARABOLIC EQUATIONS IN THE PLANE
Mathematics of the USSR-Sbornik
1971-01-01Paper
scientific article; zbMATH DE number 3342329 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3370891 (Why is no real title available?)1971-01-01Paper
scientific article; zbMATH DE number 3417975 (Why is no real title available?)1971-01-01Paper
An Inequality in the Theory of Stochastic Integrals
Theory of Probability & Its Applications
1971-01-01Paper
ON EQUATIONS OF MINIMAX TYPE IN THE THEORY OF ELLIPTIC AND PARABOLIC EQUATIONS IN THE PLANE
Mathematics of the USSR-Sbornik
1970-01-01Paper
ON A CLASS OF NONLINEAR EQUATIONS IN A SPACE OF MEASURABLE FUNCTIONS
Mathematics of the USSR-Sbornik
1970-01-01Paper
scientific article; zbMATH DE number 3337943 (Why is no real title available?)1970-01-01Paper
scientific article; zbMATH DE number 3306141 (Why is no real title available?)1970-01-01Paper
scientific article; zbMATH DE number 3354357 (Why is no real title available?)1970-01-01Paper
scientific article; zbMATH DE number 3300104 (Why is no real title available?)1969-01-01Paper
scientific article; zbMATH DE number 3301806 (Why is no real title available?)1969-01-01Paper
scientific article; zbMATH DE number 3281120 (Why is no real title available?)1969-01-01Paper
scientific article; zbMATH DE number 3340825 (Why is no real title available?)1969-01-01Paper
scientific article; zbMATH DE number 3283626 (Why is no real title available?)1969-01-01Paper
scientific article; zbMATH DE number 3287183 (Why is no real title available?)1969-01-01Paper
scientific article; zbMATH DE number 3283627 (Why is no real title available?)1969-01-01Paper
On Itô’s Stochastic Integral Equations
Theory of Probability & Its Applications
1969-01-01Paper
Diffusion on a plane with reflection. Construction of the process
Siberian Mathematical Journal
1969-01-01Paper
Diffusion in a plane with reflection. The boundary problem
Siberian Mathematical Journal
1969-01-01Paper
scientific article; zbMATH DE number 3237163 (Why is no real title available?)1967-01-01Paper
scientific article; zbMATH DE number 3261883 (Why is no real title available?)1966-01-01Paper
scientific article; zbMATH DE number 3321728 (Why is no real title available?)1966-01-01Paper
On Regular Boundary Points for Markov Processes
Theory of Probability & Its Applications
1966-01-01Paper
scientific article; zbMATH DE number 3284850 (Why is no real title available?)1965-01-01Paper
scientific article; zbMATH DE number 3224008 (Why is no real title available?)1965-01-01Paper
scientific article; zbMATH DE number 3238234 (Why is no real title available?)1965-01-01Paper
On Markov Random Sets
Theory of Probability & Its Applications
1965-01-01Paper
scientific article; zbMATH DE number 3439807 (Why is no real title available?)1964-01-01Paper
scientific article; zbMATH DE number 3199786 (Why is no real title available?)1964-01-01Paper
On strong solutions of time inhomogeneous It\^o's equations with Morrey diffusion gradient and drift. A supercritical case
(available as arXiv preprint)
N/APaper


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