scientific article; zbMATH DE number 3907497
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Publication:3684933
zbMATH Open0568.60060MaRDI QIDQ3684933FDOQ3684933
Authors: N. V. Krylov 
Publication date: 1985
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)
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- Superposition and mimicking theorems for conditional McKean-Vlasov equations
- Green measures of Ito processes
- Extended mean field control problem: a propagation of chaos result
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- Non-equivalence of stochastic optimal control problems with open and closed loop controls
- Elliptic self-similar stochastic processes
- On weak uniqueness for some diffusions with discontinuous coefficients
- On stochastic Itô processes with drift in \(L_d\)
- Markov projection of semimartingales -- application to comparison results
- Markovian projections for Itô semimartingales with jumps
- From Bachelier to Dupire via optimal transport
- Weak well-posedness of multidimensional stable driven SDEs in the critical case
- An application of $l$-condition in the theory of stochastic differential equations
- Mimicking an Itō process by a solution of a stochastic differential equation
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