scientific article; zbMATH DE number 732507

zbMATH Open0844.60050MaRDI QIDQ4325541FDOQ4325541

Authors: N. V. Krylov 

Publication date: 9 March 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

partial differential equationsstochastic differential equationsstochastic integrals

Mathematics Subject Classification ID

Diffusion processes (60J60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic analysis (60Hxx)

Cited In (76)

• On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
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• Control of dynamical systems with discrete and uncertain observations
• A note on Euler approximations for stochastic differential equations with delay
• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
• Ergodic optimization of stochastic differential systems in wireless networks
• Parabolic Littlewood-Paley inequality for a class of time-dependent pseudo-differential operators of arbitrary order, and applications to high-order stochastic PDE
• \(L^{p}\)-uniqueness of Kolmogorov operators associated with 2D-stochastic Navier-Stokes-Coriolis equations
• Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
• Dynamical fluctuations for periodically driven diffusions
• Boundary behavior and interior Hölder regularity of the solution to nonlinear stochastic partial differential equation driven by space-time white noise
• An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\)
• A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise
• Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
• Mean field limit for disordered diffusions with singular interactions
• On the splitting-up method and stochastic partial differential equations
• Elliptic operators with unbounded drift coefficients and Neumann boundary condition.
• Maximal inequalities and some applications
• A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
• The Vlasov-Poisson-Fokker-Planck equation in an interval with kinetic absorbing boundary conditions
• The quasiderivative method for derivative estimates of solutions to degenerate elliptic equations
• Spectral asymptotics of some functionals arising in statistical inference for SPDEs
• On a stochastic partial differential equation with a fractional Laplacian operator
• An integral inequality for the invariant measure of some finite dimensional stochastic differential equation
• Estimates of the derivatives for parabolic operators with unbounded coefficients
• Solutions and simulations of some one-dimensional stochastic differential equations
• On SPDE's and superdiffusions
• Invariant measures and global well posedness for the SQG equation
• Stochastic partial differential equations: a rough paths view on weak solutions via Feynman-Kac
• Analytic semigroups and degenerate elliptic operators with unbounded coefficients: A probabilistic approach
• Limit Theorem for the Spread of Branching Diffusion with Stabilizing Drift
• The Compact Support Property for Solutions to the Stochastic Partial Differential Equations with Colored Noise
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• On the second order derivative estimates for degenerate parabolic equations
• Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
• Algorithmic solution of stochastic differential equations
• The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain
• Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces
• On regularity properties and approximations of value functions for stochastic differential games in domains
• Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
• Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems
• Essentials of stochastic processes. Translated from the 1957 Japanese original.
• On the independence of the value function for stochastic differential games of the probability space
• Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
• All functions are locally s-harmonic up to a small error
• Cores for parabolic operators with unbounded coefficients
• Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities
• Coupling approach to white-forced nonlinear PDEs
• On weak uniqueness for some diffusions with discontinuous coefficients
• On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)
• Gradient estimates for SDEs without monotonicity type conditions
• A regularity theory for stochastic partial differential equations driven by multiplicative space-time white noise with the random fractional Laplacians
• Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise
• A BMO estimate for stochastic singular integral operators and its application to SPDEs
• Estimates of the derivatives for a class of parabolic degenerate operators with unbounded coefficients in \(\mathbb R^N\)
• Asymptotic behavior in time periodic parabolic problems with unbounded coefficients
• Numerical solution of conservative finite-dimensional stochastic Schrödinger equations
• A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
• On stochastic equations with drift in \({L_d}\)
• Direct Monte Carlo simulation of turbulent drag reduction by rigid fibers in a channel flow
• A new Markov selection procedure for degenerate diffusions
• A generalization of the Littlewood-Paley inequality for the fractional Laplacian
• A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability
• \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise
• Nonlinear stochastic wave equations in 1D with fractional Laplacian, power-law nonlinearity and additive \(Q\)-regular noise
• Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations I: Bellman Equations with Constant Coefficients
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• Output dynamic controller analysis for stochastic systems of multiplicative type
• Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete V‐Commutativity
• A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
• Uniform integrability of exponential processes
• Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum
• On a degenerate parabolic equation arising in pricing of Asian options
• A sharp \(L_p\)-regularity result for second-order stochastic partial differential equations with unbounded and fully degenerate leading coefficients
• A class of stochastic differential equations with pathwise unique solutions
• A few comments on a result of A. Novikov and Girsanov's theorem

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