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On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift
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2024
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Н. В. Крылов
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PDF
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Once again on evolution equations with monotone operators in Hilbert
spaces and applications
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2024
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István Gyöngy
Н. В. Крылов
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+
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On a New Proof of the Key Step in the Proof of Brouwer’s Fixed Point Theorem
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2024
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Н. В. Крылов
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+
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Once again on weak solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift
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2024
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Н. В. Крылов
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PDF
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On Nondegenerate Itô Processes with Moderated Drift
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2023
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Н. В. Крылов
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On strong solutions of Itô’s equations with Dσ and b in Morrey classes containing Ld
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2023
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Н. В. Крылов
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+
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Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients
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2023
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Н. В. Крылов
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A review of some new results in the theory of linear elliptic equations with drift in L_d
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2023
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Н. В. Крылов
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+
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A remark on a paper of F. Chiarenza and M. Frasca
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2023
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Н. В. Крылов
|
+
PDF
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Linear and Fully Nonlinear Elliptic Equations with Morrey Drift
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2022
|
Н. В. Крылов
|
+
PDF
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Existence of strong solutions for Itô’s stochastic equations via approximations: revisited
|
2022
|
István Gyöngy
Н. В. Крылов
|
+
PDF
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Estimates in $$L_{p}$$ for solutions of SPDEs with coefficients in Morrey classes
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2022
|
Н. В. Крылов
|
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PDF
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On Diffusion Processes with Drift in Ld+ 1
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2022
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Н. В. Крылов
|
+
PDF
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Some properties of solutions of Itô equations with drift in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si2.svg"><mml:msub><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi><mml:mo>+</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:msub></mml:math>
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2022
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Н. В. Крылов
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On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
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2022
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R. Z. Khas’minskiĭ
Н. В. Крылов
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PDF
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On potentials of Itô’s Processes with Drift in Ld+ 1
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2022
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Н. В. Крылов
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On parabolic Adams's, the Chiarenza-Frasca theorems, and some other results related to parabolic Morrey spaces
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2022
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Н. В. Крылов
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On the heat equation with drift in $L_{d+1}$
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2022
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Н. В. Крылов
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On strong solutions of It\^o's equations with $D\sigma $ and $b $ in Morrey classes containing $L_{d}$
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2021
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Н. В. Крылов
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PDF
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On Diffusion Processes with Drift in a Morrey Class Containing $$L_{d+2}$$
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2021
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Н. В. Крылов
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+
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On strong solutions of Itô’s equations with σ∈Wd1 and b∈Ld
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2021
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Н. В. Крылов
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+
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On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
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2021
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R. Z. Khas’minskiĭ
Н. В. Крылов
|
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PDF
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On stochastic equations with drift in Ld
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2021
|
Н. В. Крылов
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Aleksandrov’s estimates for elliptic equations with drift in Morrey spaces containing 𝐿_{𝑑}
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2021
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Hongjie Dong
Н. В. Крылов
|
+
PDF
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On stochastic Itô processes with drift in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si6.svg"><mml:msub><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msub></mml:math>
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2021
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Н. В. Крылов
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A review of some new results in the theory of linear elliptic equations with drift in $$L_{d}$$
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2021
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Н. В. Крылов
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PDF
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On Time Inhomogeneous Stochastic Itô Equations with Drift in LD+1
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2021
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Н. В. Крылов
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Linear and fully nonlinear elliptic equations with Morrey drift
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2021
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Н. В. Крылов
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+
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On the heat equation with drift in $L_{d+1}$
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2021
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Н. В. Крылов
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+
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On potentials of Itô's processes with drift in $L_{d+1}$
|
2021
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Н. В. Крылов
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+
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Aleksandrov's estimates for elliptic equations with drift in Morrey spaces containing $L_{d}$
|
2021
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Hongjie Dong
Н. В. Крылов
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+
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On diffusion processes with drift in a Morrey class containing $L_{d+2}$
|
2021
|
Н. В. Крылов
|
+
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On the asimptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
|
2021
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R. Z. Khas’minskiĭ
Н. В. Крылов
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+
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Existence of strong solutions for Itô's stochastic equations via approximations. Revisited
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2021
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István Gyöngy
Н. В. Крылов
|
+
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On parabolic Adams's theorem and some other results related to parabolic Morrey spaces
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2021
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Н. В. Крылов
|
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PDF
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On diffusion processes with drift in $$L_{d}$$
|
2020
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Н. В. Крылов
|
+
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On time inhomogeneous stochastic Itô equations with drift in
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2020
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Н. В. Крылов
|
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PDF
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Elliptic equations with VMO a, b$\in L_{d}$, and c$\in L_{d/2}$
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2020
|
Н. В. Крылов
|
+
PDF
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Linear and fully nonlinear elliptic equations with <i>L<sub>d</sub></i>-drift
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2020
|
Н. В. Крылов
|
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PDF
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On diffusion processes with $$B({\mathbb {R}}^{2}, VMO)$$ coefficients and “good” Green’s functions of the corresponding operators
|
2020
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Н. В. Крылов
|
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PDF
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Weighted Aleksandrov estimates: PDE and stochastic versions
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2020
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Н. В. Крылов
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+
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On stochastic Itô processes with drift in $L_{d}$
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2020
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Н. В. Крылов
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+
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On stochastic equations with drift in $L_{d}$
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2020
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Н. В. Крылов
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+
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Elliptic equations with VMO a, b$\,\in L_{d}$, and c$\,\in L_{d/2}$
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2020
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Н. В. Крылов
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+
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On time inhomogeneous stochastic Itô equations with drift in $L_{d+1}$
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2020
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Н. В. Крылов
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+
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On strong solutions of Itô's equations with a$\,\in W^{1}_{d}$ and b$\,\in L_{d}$
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2020
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Н. В. Крылов
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+
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Weighted Parabolic Aleksandrov Estimates: PDE and Stochastic Versions
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2019
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Н. В. Крылов
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PDF
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Fully nonlinear elliptic and parabolic equations in weighted and mixed-norm Sobolev spaces
|
2019
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Hongjie Dong
Н. В. Крылов
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+
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On Shige Peng’s central limit theorem
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2019
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Н. В. Крылов
|
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PDF
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A few comments on a result of A. Novikov and Girsanov's theorem
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2019
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Н. В. Крылов
|
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PDF
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On the Adjoint Markov Policies in Stochastic Differential Games
|
2019
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Н. В. Крылов
|
+
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All functions are locally s-harmonic up to a small error
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2019
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Н. В. Крылов
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+
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Rubio de Francia extrapolation theorem and related topics in the theory of elliptic and parabolic equations. A survey
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2019
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Н. В. Крылов
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+
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On diffusion processes with $B(\mathbb{R}^{2}, VMO)$ coefficients and "good" Green's functions of the corresponding operators
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2019
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Н. В. Крылов
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+
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On the adjoint Markov policies in stochastic differential games
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2019
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Н. В. Крылов
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+
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Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations
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2018
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Н. В. Крылов
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+
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𝐶^{1+𝛼}-regularity of viscosity solutions of general parabolic equations
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2018
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Н. В. Крылов
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Solvability in 𝑊^{1,2}_{𝑝,𝑙𝑜𝑐} of fully nonlinear parabolic equations
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2018
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Н. В. Крылов
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Elliptic differential equations of cut-off type
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2018
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Н. В. Крылов
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Finite-difference equations of parabolic type
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2018
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Н. В. Крылов
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+
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Solvability in 𝑊²_{𝑝,𝑙𝑜𝑐} of fully nonlinear elliptic equations
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2018
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Н. В. Крылов
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Parabolic differential equations of cut-off type
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2018
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Н. В. Крылов
|
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PDF
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Finite-difference equations of elliptic type
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2018
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Н. В. Крылов
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+
PDF
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Nonlinear elliptic equations in 𝑊²_{𝑝}(Ω)
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2018
|
Н. В. Крылов
|
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Nonlinear elliptic equations in 𝐶^{2+𝛼}_{𝑙𝑜𝑐(Ω)∩𝐶(Ω)}
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2018
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Н. В. Крылов
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C 1+α-Regularity of Viscosity Solutions of General Nonlinear Parabolic Equations
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2018
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Н. В. Крылов
|
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PDF
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Uniqueness for <i>L<sub>p</sub></i>-viscosity solutions for uniformly parabolic Isaacs equations with measurable lower order terms
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2018
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Н. В. Крылов
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Fully nonlinear elliptic and parabolic equations in weighted and mixed-norm Sobolev spaces
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2018
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Hongjie Dong
Н. В. Крылов
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+
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On Shige Peng's central limit theorem
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2018
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Н. В. Крылов
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+
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Poisson Stochastic Process and Basic Schauder and Sobolev Estimates in the Theory of Parabolic Equations (Short Version)
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2018
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Н. В. Крылов
Enrico Priola
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+
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Weighted Aleksandrov estimates: PDE and stochastic versions
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2018
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Н. В. Крылов
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On the paper "All functions are locally s-harmonic up to a small error" by Dipierro, Savin, and Valdinoci
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2018
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Н. В. Крылов
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A note on quasi-convex functions
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2017
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Н. В. Крылов
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$C^{1+\alpha}$-regularity of viscosity solutions of general nonlinear parabolic equations
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2017
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Н. В. Крылов
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+
PDF
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Poisson Stochastic Process and Basic Schauder and Sobolev Estimates in the Theory of Parabolic Equations
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2017
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Н. В. Крылов
Enrico Priola
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PDF
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On nonequivalence of regular boundary points for second-order elliptic operators
|
2017
|
Н. В. Крылов
Timur Yastrzhembskiy
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+
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On the existence of $W^{1,2}_{p}$ solutions for fully nonlinear parabolic equations under either relaxed or no convexity assumptions
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2017
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Н. В. Крылов
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Uniqueness for $L_{p}$-viscosity solutions for uniformly parabolic Isaacs equations with measurable lower order terms
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2017
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Н. В. Крылов
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+
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A note on quasi-convex functions
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2017
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Н. В. Крылов
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+
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$C^{1+α}$-regularity of viscosity solutions of general nonlinear parabolic equations
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2017
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Н. В. Крылов
|
+
PDF
Chat
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On the existence of Wp2 solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions
|
2016
|
Н. В. Крылов
|
+
PDF
Chat
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Hörmander’s theorem for stochastic partial differential equations
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2016
|
Н. В. Крылов
|
+
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On the existence of $W^{2}_{p}$ solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions
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2016
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Н. В. Крылов
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On nonequivalence of regular boundary points for second-order elliptic operators
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2016
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Н. В. Крылов
Timur Yastrzhembskiy
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+
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On an energy equality in the theory of evolution equations
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2016
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Н. В. Крылов
|
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PDF
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Fokker–Planck–Kolmogorov Equations
|
2015
|
В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
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Global parabolic regularity and upper bounds
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2015
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В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
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Uniquess of solutions to Fokker–Planck–Kolmogorov equations
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2015
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В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
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The infinite-dimensional case
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2015
|
В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
|
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PDF
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Parabolic Harnack inequalities and lower bounds
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2015
|
В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
|
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PDF
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On parabolic equations in one space dimension
|
2015
|
Н. В. Крылов
|
+
PDF
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On singularity as a function of time of a conditional distribution of an exit time
|
2015
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Н. В. Крылов
|
+
PDF
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On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains
|
2015
|
Н. В. Крылов
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+
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On parabolic equations in one space dimension
|
2015
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Н. В. Крылов
|
+
PDF
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To the theory of viscosity solutions for uniformly parabolic Isaacs equations
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2015
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Н. В. Крылов
|
+
PDF
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On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
|
2014
|
Máté Gerencsér
István Gyöngy
Н. В. Крылов
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To the theory of viscosity solutions for uniformly elliptic Isaacs equations
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2014
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Н. В. Крылов
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Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
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2014
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Н. В. Крылов
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+
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On regularity properties and approximations of value functions for stochastic differential games in domains
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2014
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Н. В. Крылов
|
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PDF
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On the fundamental matrix solution for higher-order parabolic systems
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2014
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Stefania Boccia
Н. В. Крылов
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+
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On the independence of the value function for stochastic differential games of the probability space
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2014
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Н. В. Крылов
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Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions : Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.)held in Cetraro, Italy, August 24 - September 1, 1998
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2014
|
Н. В. Крылов
Michael Röckner
Jerzy Zabczyk
Giuseppe Da Prato
Centro internazionale matematico estivo
Centro internazionale matematico estivo. Session
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+
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To the theory of viscosity solutions for uniformly elliptic Isaacs equations
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2014
|
Н. В. Крылов
|
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PDF
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Hörmander's Theorem for Parabolic Equations with Coefficients Measurable in the Time Variable
|
2014
|
Н. В. Крылов
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+
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Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
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2014
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Н. В. Крылов
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+
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On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains
|
2014
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Н. В. Крылов
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+
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On the independence of the value function for stochastic differential games of the probability space
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2014
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Н. В. Крылов
|
+
PDF
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On the Rate of Convergence of Difference Approximations for Uniformly Nondegenerate Elliptic Bellman’s Equations
|
2013
|
Н. В. Крылов
|
+
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On a result of Jessica Lin
|
2013
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Н. В. Крылов
|
+
PDF
Chat
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On C 1+α regularity of solutions of Isaacs parabolic equations with VMO coefficients
|
2013
|
Н. В. Крылов
|
+
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On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
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2013
|
Н. В. Крылов
|
+
PDF
Chat
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On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
|
2013
|
Н. В. Крылов
|
+
PDF
Chat
|
A relatively short proof of Itô’s formula for SPDEs and its applications
|
2013
|
Н. В. Крылов
|
+
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Hörmander's theorem for stochastic partial differential equations
|
2013
|
Н. В. Крылов
|
+
PDF
Chat
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An Ersatz Existence Theorem for Fully Nonlinear Parabolic Equations without Convexity Assumptions
|
2013
|
Н. В. Крылов
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+
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Hörmander's theorem for parabolic equations with coefficients measurable in the time variable
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2013
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Н. В. Крылов
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+
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On singularity as a function of time of a conditional distribution of an exit time
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2013
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Н. В. Крылов
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+
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Hypoellipticity for filtering problems of partially observable diffusion processes
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2013
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Н. В. Крылов
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+
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On a result of Jessica Lin
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2013
|
Н. В. Крылов
|
+
PDF
Chat
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On the Existence of Smooth Solutions for Fully Nonlinear Parabolic Equations with Measurable “Coefficients” without Convexity Assumptions
|
2012
|
Hongjie Dong
Н. В. Крылов
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On $C^{1+\alpha}$ regularity of solutions of Isaacs parabolic equations with VMO coefficients
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2012
|
Н. В. Крылов
|
+
PDF
Chat
|
On fully nonlinear elliptic and parabolic equations with VMO coefficients in domains
|
2012
|
Hongjie Dong
Н. В. Крылов
Li Xu
|
+
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An ersatz existence theorem for fully nonlinear parabolic equations without convexity assumptions
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2012
|
Н. В. Крылов
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+
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On the Existence of Solutions for Fully Nonlinear Elliptic Equations Under Relaxed Convexity Assumptions
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2012
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Н. В. Крылов
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+
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Some $L_{p}$-estimates for elliptic and parabolic operators with measurable coefficients
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2012
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Н. В. Крылов
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+
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On the existence of smooth solutions for fully nonlinear elliptic equations with measurable
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2012
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Н. В. Крылов
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+
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Interior Estimates for the First-Order Differences for Finite-Difference Approximations for Elliptic Bellman’s Equations
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2012
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Н. В. Крылов
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+
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On the existence of smooth solutions for fully nonlinear parabolic equations with measurable "coefficients" without convexity assumptions
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2012
|
Hongjie Dong
Н. В. Крылов
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+
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Some $L_{p}$-estimates for elliptic and parabolic operators with measurable coefficients
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2012
|
Н. В. Крылов
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+
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Rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
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2012
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Н. В. Крылов
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+
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A relatively short proof of Itô's formula for SPDEs and its applications
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2012
|
Н. В. Крылов
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+
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On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
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2012
|
Н. В. Крылов
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+
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On the existence of $W^{2}_{p}$ solutions for fully nonlinear elliptic equations under relaxed convexity assumptions
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2012
|
Н. В. Крылов
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+
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On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
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2012
|
Н. В. Крылов
|
+
PDF
Chat
|
On the existence of smooth solutions for fully nonlinear elliptic equations with measurable “coefficients” without convexity assumptions
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2012
|
Н. В. Крылов
|
+
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An ersatz existence theorem for fully nonlinear parabolic equations without convexity assumptions
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2012
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Н. В. Крылов
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+
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On $C^{1+α}$ regularity of solutions of Isaacs parabolic equations with VMO coefficients
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2012
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Н. В. Крылов
|
+
PDF
Chat
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On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications
|
2011
|
Н. В. Крылов
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Filtering partially observable diffusions up to the exit time from a domain
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2011
|
Н. В. Крылов
Teng Wang
|
+
PDF
Chat
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Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
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2011
|
István Gyöngy
Н. В. Крылов
|
+
PDF
Chat
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On Divergence Form Second-order PDEs with Growing Coefficients in W 1 p Spaces without Weights
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2011
|
Н. В. Крылов
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+
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On Divergence Form Second-order PDEs with Growing Coefficients
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2011
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Springer Basel Ag
Н. В. Крылов
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+
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Accelerated Numerical Schemes for PDEs and SPDEs
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2010
|
István Gyöngy
Н. В. Крылов
|
+
PDF
Chat
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Second-order elliptic and parabolic equations with $B(\mathbb{R}^{2}, VMO)$ coefficients
|
2010
|
Hongjie Dong
Н. В. Крылов
|
+
PDF
Chat
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Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space
|
2010
|
István Gyöngy
Н. В. Крылов
|
+
PDF
Chat
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On Bellman's Equations with VMO Coefficients
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2010
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Н. В. Крылов
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Kalman-Bucy filter and SPDEs with growing lower-order coefficients in $W^{1}_{p}$ spaces without weights
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2010
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Н. В. Крылов
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+
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Accelerated finite difference schemes for stochastic partial differential equations in the whole space
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2010
|
István Gyöngy
Н. В. Крылов
|
+
PDF
Chat
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On Divergence form SPDEs with Growing Coefficients in $W^{1}_{2}$ Spaces Without Weights
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2010
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Н. В. Крылов
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+
PDF
Chat
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Second-order elliptic equations with variably partially VMO coefficients
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2009
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Н. В. Крылов
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+
PDF
Chat
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On linear elliptic and parabolic equations with growing drift in Sobolev spaces without weights
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2009
|
Н. В. Крылов
|
+
PDF
Chat
|
First derivatives estimates for finite-difference schemes
|
2009
|
István Gyöngy
Н. В. Крылов
|
+
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Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients
|
2009
|
Н. В. Крылов
|
+
|
SPDEs in divergence form with VMO coefficients and filtering theory of partially observable diffusion processes with Lipschitz coefficients
|
2009
|
Н. В. Крылов
|
+
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On divergence form SPDEs with growing coefficients in $W^{1}_{2}$ spaces without weights
|
2009
|
Н. В. Крылов
|
+
PDF
Chat
|
Higher Order Derivative Estimates for Finite-difference Schemes for Linear Elliptic and Parabolic Equations
|
2009
|
István Gyöngy
Н. В. Крылов
|
+
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Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
|
2009
|
István Gyöngy
Н. В. Крылов
|
+
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On Bellman's equations with VMO coefficients
|
2009
|
Н. В. Крылов
|
+
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On the Itô-Wentzell formula for distribution-valued processes and related topics
|
2009
|
Н. В. Крылов
|
+
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On linear elliptic and parabolic equations with growing drift in Sobolev spaces without weights
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2009
|
Н. В. Крылов
|
+
PDF
Chat
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On divergence form SPDEs with VMO coefficients in a half space
|
2008
|
Н. В. Крылов
|
+
PDF
Chat
|
Large deviations for occupation times of Markov processes with L2 semigroups
|
2008
|
Naresh C. Jain
Н. В. Крылов
|
+
PDF
Chat
|
Parabolic equations with VMO coefficients in spaces with mixed norms
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2008
|
Н. В. Крылов
|
+
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Fourier transform and elliptic operators
|
2008
|
Н. В. Крылов
|
+
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Sobolev embedding theorems for 𝑊^{𝑘}_{𝑝}(Ω)
|
2008
|
Н. В. Крылов
|
+
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Second-order elliptic equations 𝐿𝑢-𝜆𝑢=𝑓 with 𝜆 small
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2008
|
Н. В. Крылов
|
+
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Basic ℒ_{𝓅}-estimates for parabolic and elliptic equations
|
2008
|
Н. В. Крылов
|
+
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Second-order parabolic equations in 𝑊^{1,𝑘}₂(ℝ^{𝕕+1})
|
2008
|
Н. В. Крылов
|
+
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Parabolic and elliptic equations in 𝑊^{1,𝑘}_{𝑝} and 𝑊^{𝑘}_{𝑝}
|
2008
|
Н. В. Крылов
|
+
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Elliptic operators and the spaces 𝐻^{𝛾}_{𝑝}
|
2008
|
Н. В. Крылов
|
+
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Second-order elliptic equations in 𝑊²₂(ℝ^{𝕕})
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2008
|
Н. В. Крылов
|
+
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Second-order elliptic equations in 𝑊²_{𝑝}(Ω)
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2008
|
Н. В. Крылов
|
+
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Lectures on Elliptic and Parabolic Equations in Sobolev Spaces
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2008
|
Н. В. Крылов
|
+
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It\^o's formula for the $L_{p}$-norm of stochastic $W^{1}_{p}$-valued processes
|
2008
|
Н. В. Крылов
|
+
PDF
Chat
|
On Factorizations of Smooth Nonnegative Matrix-Values Functions and on Smooth Functions with Values in Polyhedra
|
2008
|
Н. В. Крылов
|
+
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Higher order derivative estimates for finite-difference schemes
|
2008
|
István Gyöngy
Н. В. Крылов
|
+
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A BRIEF OVERVIEW OF THE Lp-THEORY OF SPDES
|
2008
|
Н. В. Крылов
|
+
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FIRST DERIVATIVES ESTIMATES FOR
|
2008
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Finite-Difference Schemes
Н. В. Крылов
|
+
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On divergence form SPDEs with VMO coefficients
|
2008
|
Н. В. Крылов
|
+
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On divergence form SPDEs with VMO coefficients in a half space
|
2008
|
Н. В. Крылов
|
+
|
Elliptic and parabolic second-order PDEs with growing coefficients
|
2008
|
Н. В. Крылов
Enrico Priola
|
+
|
Second-order elliptic equations with variably partially VMO coefficients
|
2008
|
Н. В. Крылов
|
+
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Second-order elliptic and parabolic equations with $B(\mathbb R^{2}, VMO)$ coefficients
|
2008
|
Hongjie Dong
Н. В. Крылов
|
+
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Itô's formula for the $L_{p}$-norm of stochastic $W^{1}_{p}$-valued processes
|
2008
|
Н. В. Крылов
|
+
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On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights
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2008
|
Н. В. Крылов
|
+
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Filtering of discrete Markov chains
|
2007
|
Bert Fristedt
Nitin Jain
Н. В. Крылов
|
+
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Filtering of continuous-space Markov chains
|
2007
|
Bert Fristedt
Nitin Jain
Н. В. Крылов
|
+
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The Rate of Convergence of Finite-Difference Approximations for Parabolic Bellman Equations with Lipschitz Coefficients in Cylindrical Domains
|
2007
|
Hongjie Dong
Н. В. Крылов
|
+
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Parabolic equations with VMO coefficients in Sobolev spaces with mixed norms
|
2007
|
Н. В. Крылов
|
+
PDF
Chat
|
Maximum Principle for SPDEs and Its Applications
|
2007
|
Н. В. Крылов
|
+
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Stochastic Evolution Equations
|
2007
|
Н. В. Крылов
B. L. Rozovskiĭ
|
+
PDF
Chat
|
Parabolic Equations with Measurable Coefficients
|
2007
|
Doyoon Kim
Н. В. Крылов
|
+
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Elliptic Differential Equations with Coefficients Measurable with Respect to One Variable and VMO with Respect to the Others
|
2007
|
Doyoon Kim
Н. В. Крылов
|
+
PDF
Chat
|
On time-inhomogeneous controlled diffusion processes in domains
|
2007
|
Hongjie Dong
Н. В. Крылов
|
+
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On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
|
2007
|
Н. В. Крылов
|
+
PDF
Chat
|
On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients
|
2006
|
Hongjie Dong
Н. В. Крылов
|
+
|
Cauchy problems with periodic controls
|
2006
|
István Gyöngyi
Н. В. Крылов
|
+
PDF
Chat
|
Expansion of solutions of parameterized equations and acceleration of numerical methods
|
2006
|
István Gyöngy
Н. В. Крылов
|
+
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Maximum principle for SPDEs and its applications
|
2006
|
Н. В. Крылов
|
+
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Parabolic equations with VMO coefficients in spaces with mixed norms
|
2006
|
Н. В. Крылов
|
+
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Elliptic equations for measures: Regularity and global bounds of densities
|
2005
|
В. И. Богачев
Н. В. Крылов
Michael Röckner
|
+
|
Regularity and global bounds of densities of invariant measures of diffusion processes
|
2005
|
В. И. Богачев
Н. В. Крылов
Michael Röckner
|
+
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On Acceleration of Approximation Methods
|
2005
|
István Gyöngy
Н. В. Крылов
|
+
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On the Foundation of the Lp-Theory of Stochastic Partial Differential Equations
|
2005
|
Н. В. Крылов
|
+
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Some properties of value functions for controlled diffusion processes
|
2005
|
Н. В. Крылов
|
+
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Ito formula in banach spaces
|
2005
|
István Gyöngy
Н. В. Крылов
|
+
PDF
Chat
|
The Rate of Convergence of Finite-Difference Approximations for Bellman Equations with Lipschitz Coefficients
|
2005
|
Н. В. Крылов
|
+
|
Rate of convergence of finite-difference approximations for degenerate linear parabolic equations with $C^1$ and $C^2$ coefficients
|
2005
|
Hongjie Dong
Н. В. Крылов
|
+
|
Elliptic differential equations with measurable coefficients
|
2005
|
Doyoon Kim
Н. В. Крылов
|
+
PDF
Chat
|
An Accelerated Splitting-up Method for Parabolic Equations
|
2005
|
István Gyöngy
Н. В. Крылов
|
+
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Parabolic and elliptic equations with VMO coefficients
|
2005
|
Н. В. Крылов
|
+
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On SPDEs with Variable Coefficients in One Space Dimension
|
2004
|
Kyeong-Hun Kim
Н. В. Крылов
|
+
PDF
Chat
|
Strong solutions of stochastic equations with singular time dependent drift
|
2004
|
Н. В. Крылов
Michael Röckner
|
+
|
On weak uniqueness for some diffusions with discontinuous coefficients
|
2004
|
Н. В. Крылов
|
+
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On The Sobolev Space Theory of Parabolic and Elliptic Equations in<i>C</i><sup>1</sup>Domains
|
2004
|
Kyeong-Hun Kim
Н. В. Крылов
|
+
|
An accelerated splitting-up method for parabolic equations
|
2004
|
István Gyöngy
Н. В. Крылов
|
+
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On the rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
|
2004
|
Н. В. Крылов
|
+
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Probabilistic methods of investigating interior smoothness of harmonic functions associated with degenerate elliptic operators
|
2004
|
Н. В. Крылов
|
+
PDF
Chat
|
One more square root law for Brownian motion and its application to SPDEs
|
2003
|
Н. В. Крылов
|
+
PDF
Chat
|
On the splitting-up method and stochastic partial differential equations
|
2003
|
István Gyöngy
Н. В. Крылов
|
+
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Brownian Trajectory Is a Regular Lateral Boundary for the Heat Equation
|
2003
|
Н. В. Крылов
|
+
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Adapting Some Ideas from Stochastic Control Theory to Studying the Heat Equation in Closed Smooth Domains
|
2002
|
Н. В. Крылов
|
+
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On diffusion approximation with discontinuous coefficients
|
2002
|
Н. В. Крылов
R. Liptser
|
+
PDF
Chat
|
A supermartingale characterization of sets of stochastic integrals and applications
|
2002
|
Н. В. Крылов
|
+
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A simple proof of a result of A. Novikov
|
2002
|
Н. В. Крылов
|
+
|
The Calderón-Zygmund theorem and parabolic equations in L P (\mathbb{R}, C^{2+\alpha })-spaces
|
2002
|
Н. В. Крылов
|
+
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On diffusion approximation with discontinuous coefficients
|
2002
|
Н. В. Крылов
R. Liptser
|
+
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Two Sufficient Conditions for the Regularity of Lateral Boundary for the Heat Equation
|
2002
|
Н. В. Крылов
|
+
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ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
|
2001
|
В. И. Богачев
Н. В. Крылов
Michael Röckner
|
+
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On averaging principle for diffusion processes with null-recurrent fast component
|
2001
|
R. Z. Khas’minskiĭ
Н. В. Крылов
|
+
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Some Properties of Traces for Stochastic and Deterministic Parabolic Weighted Sobolev Spaces
|
2001
|
Н. В. Крылов
|
+
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The Heat Equation in<i>L<sub>q</sub></i>((0,<i>T</i>),<i>L<sub>p</sub></i>)-Spaces with Weights
|
2001
|
Н. В. Крылов
|
+
PDF
Chat
|
On the rate of convergence of finite-difference approximations for Bellmans equations with variable coefficients
|
2000
|
Н. В. Крылов
|
+
PDF
Chat
|
SPDEs in $L_q( ( 0,\tau ] , L_p)$ Spaces
|
2000
|
Н. В. Крылов
|
+
PDF
Chat
|
On the estimation of parameters for linear stochastic differential equations
|
1999
|
R. Z. Khas’minskiĭ
Н. В. Крылов
Nikolai Moshchuk
|
+
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Weighted sobolev spaces and laplace's equation and the heat equations in a half space
|
1999
|
Н. В. Крылов
|
+
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A Sobolev Space Theory of SPDE with Constant Coefficients on a Half Line
|
1999
|
Н. В. Крылов
Sergey V. Lototsky
|
+
|
Some properties of weighted Sobolev spaces in $\mathbb {R}^d_+$
|
1999
|
Н. В. Крылов
|
+
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A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
|
1999
|
Н. В. Крылов
Sergey V. Lototsky
|
+
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On Kolmogorov’s equations for finite dimensional diffusions
|
1999
|
Н. В. Крылов
|
+
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Weighted sobolev spaces and the heat equation in the whole space
|
1998
|
Н. В. Крылов
|
+
|
Introduction to Stochastic Calculus
|
1998
|
Н. В. Крылов
|
+
PDF
Chat
|
On SPDE's and superdiffusions
|
1997
|
Н. В. Крылов
|
+
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On a result of C. Mueller and E. Perkins
|
1997
|
Н. В. Крылов
|
+
PDF
Chat
|
Hölder continuity and $L_p$ estimates for elliptic equations under general Hörmander's condition
|
1997
|
Н. В. Крылов
|
+
|
Elliptic regularity and essential self-adjointness of Dirichlet operators on $\mathbb {R}^n$
|
1997
|
В. И. Богачев
Н. В. Крылов
Michael Röckner
|
+
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Fully nonlinear second order elliptic equations : recent development
|
1997
|
Н. В. Крылов
|
+
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Parabolic equations in domains
|
1996
|
Н. В. Крылов
|
+
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Elliptic equations with variable coefficients in ℝ^{𝕕}
|
1996
|
Н. В. Крылов
|
+
|
Second-order elliptic equations in smooth domains
|
1996
|
Н. В. Крылов
|
+
|
Solvability of elliptic equations with constant coefficients in the Hölder spaces
|
1996
|
Н. В. Крылов
|
+
|
Second-order elliptic equations in half spaces
|
1996
|
Н. В. Крылов
|
+
|
Elliptic equations in non-smooth domains
|
1996
|
Н. В. Крылов
|
+
|
Boundary-value problems for parabolic equations in half spaces
|
1996
|
Н. В. Крылов
|
+
|
Elliptic equations with constant coefficients in ℝ^{𝕕}
|
1996
|
Н. В. Крылов
|
+
|
Existence of strong solutions for It�?s stochastic equations via approximations
|
1996
|
Istv�n Gy�ngy
Н. В. Крылов
|
+
|
Regularity of Invariant Measures: The Case of Non-constant Diffusion Part
|
1996
|
В. И. Богачев
Н. В. Крылов
Michael Röckner
|
+
|
On $L_p $-Theory of Stochastic Partial Differential Equations in the Whole Space
|
1996
|
Н. В. Крылов
|
+
|
A theorem on degenerrate elliptic Beliman equation in bounded domains
|
1995
|
Н. В. Крылов
Luis Caffarelli
|
+
PDF
Chat
|
On the general notion of fully nonlinear second-order elliptic equations
|
1995
|
Н. В. Крылов
|
+
PDF
Chat
|
A theorem on degenerate elliptic Bellman equations in bounded domains
|
1995
|
Н. В. Крылов
|
+
|
C
|
1995
|
A. I. Shtern
Б. А. Ефимов
S. Yu. Maslov
V. A. Dushskiĭ
П. И. Лизоркин
Yu. A. Bakhturin
I. Kh. Sabitov
A. N. Parshin
A. V. Prokhorov
I. O. Sarmanov
|
+
PDF
Chat
|
A martingale proof of the Khinchin iterated logarithm Law for Wiener processes
|
1995
|
Н. В. Крылов
|
+
|
Itô’s stochastic equations
|
1994
|
Н. В. Крылов
|
+
PDF
Chat
|
A parabolic Littlewood-Paley inequality with applications to parabolic equations
|
1994
|
Н. В. Крылов
|
+
|
On a Problem Suggested by A.D. Wentzell
|
1994
|
Н. В. Крылов
M. V. Safonov
|
+
|
Barriers for derivatives of solutions of nonlinear elliptic equations on a surface in euclidean space
|
1994
|
Н. В. Крылов
|
+
PDF
Chat
|
Weak interior second order derivative estimates for degenerate nonlinear elliptic equations
|
1994
|
Н. В. Крылов
|
+
|
ON THE FIRST QUASIDERIVATIVES OF SOLUTIONS OF ITÔ STOCHASTIC EQUATIONS
|
1993
|
Н. В. Крылов
|
+
|
Interior first order derivative estimates for solutions of nonlinear degenerate elliptic equations with constant coefficients
|
1993
|
Н. В. Крылов
|
+
|
On stochastic partial differential equations with Unbounded coefficients
|
1992
|
István Gyöngy
Н. В. Крылов
|
+
|
Stochastic partial differential equations with unbounded coefficients and applications. III
|
1992
|
István Gyöngy
Н. В. Крылов
|
+
|
On One-Point Weak Uniqueness for Elliptic Equations
|
1992
|
Н. В. Крылов
Н. В. Крылов
|
+
|
Stochastic partial differential equations with unbounded coefficients and applications II
|
1990
|
István Gyöngy
Н. В. Крылов
|
+
|
ON CONTROL OF DIFFUSION PROCESSES ON A SURFACE IN EUCLIDEAN SPACE
|
1990
|
Н. В. Крылов
|
+
|
SMOOTHNESS OF THE VALUE FUNCTION FOR A CONTROLLED DIFFUSION PROCESS IN A DOMAIN
|
1990
|
Н. В. Крылов
|
+
|
ON MOMENT ESTIMATES FOR QUASIDERIVATIVES OF SOLUTIONS OF STOCHASTIC EQUATIONS WITH RESPECT TO THE INITIAL DATA, AND THEIR APPLICATION
|
1989
|
Н. В. Крылов
|
+
|
ON UNCONDITIONAL SOLVABILITY OF THE BELLMAN EQUATION WITH CONSTANT COEFFICIENTS IN CONVEX DOMAINS
|
1989
|
Н. В. Крылов
|
+
|
Passage to the Limit in Itô Stochastic Equations
|
1989
|
L. A. Aliushina
Н. В. Крылов
|
+
|
ON THE FIRST BOUNDARY VALUE PROBLEM FOR NONLINEAR DEGENERATE ELLIPTIC EQUATIONS
|
1988
|
Н. В. Крылов
|
+
|
Degeneracy domain of a nonlinearity in the Hamilton-Jacobi-Bellman equation with constant coefficients
|
1987
|
Н. В. Крылов
G. V. Nosovskii
M. V. Safonov
|
+
|
ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE
|
1987
|
Н. В. Крылов
|
+
|
Nonlinear analysis on Manifolds: Monge-Amp�re equations
|
1987
|
A. T. Fomenko
Н. В. Крылов
|
+
|
A Priori Estimates in Cα for Solutions of Linear and Nonlinear Equations
|
1987
|
Н. В. Крылов
|
+
|
Nonlinear Equations with Constant ‘Coefficients’ in the Whole Space
|
1987
|
Н. В. Крылов
|
+
|
Existence Theorems for Solutions of Nondegenerate Equations
|
1987
|
Н. В. Крылов
|
+
|
Degenerate Nonlinear Equations in a Domain
|
1987
|
Н. В. Крылов
|
+
|
A Priori Estimates in L P for Solutions of Nonlinear Elliptic and Parabolic Equations
|
1987
|
Н. В. Крылов
|
+
|
A-Priori Estimates in C2+α for Solutions of Nonlinear Equations
|
1987
|
Н. В. Крылов
|
+
|
Degenerate Nonlinear Equations in the Whole Space
|
1987
|
Н. В. Крылов
|
+
|
Nonlinear Elliptic and Parabolic Equations of the Second Order
|
1987
|
Н. В. Крылов
|
+
|
Characteristics of degenerating second-order parabolic Ito equations
|
1986
|
Н. В. Крылов
B. L. Rozovskiĭ
|
+
|
Extremal Properties of Solutions of Stochastic Equations
|
1985
|
Н. В. Крылов
|
+
|
ON DEGENERATE NONLINEAR ELLIPTIC EQUATIONS
|
1984
|
Н. В. Крылов
|
+
|
BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS IN A DOMAIN
|
1984
|
Н. В. Крылов
|
+
|
BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS
|
1983
|
Н. В. Крылов
|
+
|
Properties of monotone mappings
|
1983
|
Н. В. Крылов
|
+
|
Stochastic partial differential equations and diffusion processes
|
1982
|
Н. В. Крылов
B. L. Rozovskiĭ
|
+
|
ON CONTROLLED DIFFUSION PROCESSES WITH UNBOUNDED COEFFICIENTS
|
1982
|
Н. В. Крылов
|
+
|
On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
|
1982
|
István Gyöngy
Н. В. Крылов
|
+
|
A CERTAIN PROPERTY OF SOLUTIONS OF PARABOLIC EQUATIONS WITH MEASURABLE COEFFICIENTS
|
1981
|
Н. В. Крылов
M. V. Safonov
|
+
|
Traditional proof of Bellman's equation for controlled diffusion processes
|
1981
|
Н. В. Крылов
|
+
PDF
Chat
|
Stochastic evolution equations
|
1981
|
Н. В. Крылов
B. L. Rozovskiĭ
|
+
|
On Extending the Optimality Region of Wald’s Test
|
1980
|
Н. В. Крылов
T. P. Miroshnichenko
|
+
|
SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
|
1980
|
Н. В. Крылов
|
+
|
On stochastic equations with respect to semimartingales I.<sup>†</sup>
|
1980
|
István Gyöngy
Н. В. Крылов
|
+
|
On the Equivalence of $\sigma $-Algebras in the Filtering Problem of Diffusion Processes
|
1980
|
Н. В. Крылов
|
+
|
Controlled Processes with Unbounded Coefficients: The Normed Bellman Equation
|
1980
|
Н. В. Крылов
|
+
PDF
Chat
|
Controlled Diffusion Processes
|
1980
|
Н. В. Крылов
|
+
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ON THE LIMIT PASSAGE IN PARABOLIC BELLMAN EQUATIONS
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1979
|
Н. В. Крылов
|
+
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ON THE MAXIMUM PRINCIPLE FOR NONLINEAR PARABOLIC AND ELLIPTIC EQUATIONS
|
1979
|
Н. В. Крылов
|
+
|
ON PASSING TO THE LIMIT IN DEGENERATE BELLMAN EQUATIONS. I
|
1978
|
Н. В. Крылов
|
+
|
ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
|
1978
|
Н. В. Крылов
B. L. Rozovskiĭ
|
+
|
SOME PROPERTIES OF THE NORMAL IMAGE OF CONVEX FUNCTIONS
|
1978
|
Н. В. Крылов
|
+
|
ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
|
1977
|
Н. В. Крылов
B. L. Rozovskiĭ
|
+
|
ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS
|
1976
|
A J Veretennikov
Н. В. Крылов
|
+
|
Sequences of convex functions and estimates of the maximum of the solution of a parabolic equation
|
1976
|
Н. В. Крылов
|
+
|
Optimal stopping of controlled diffusion process
|
1976
|
Н. В. Крылов
|
+
|
Precise barriers in an oblique derivative problem
|
1973
|
I. L. Genis
Н. В. Крылов
|
+
|
ON CONTROL OF THE SOLUTION OF A STOCHASTIC INTEGRAL EQUATION WITH DEGENERATION
|
1972
|
Н. В. Крылов
|
+
|
Control of a Solution of a Stochastic Integral Equation
|
1972
|
Н. В. Крылов
|
+
|
ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION
|
1971
|
Н. В. Крылов
|
+
|
CONTROL OF MARKOV PROCESSES AND $ W$-SPACES
|
1971
|
Н. В. Крылов
|
+
|
An Inequality in the Theory of Stochastic Integrals
|
1971
|
Н. В. Крылов
|
+
|
ON EQUATIONS OF MINIMAX TYPE IN THE THEORY OF ELLIPTIC AND PARABOLIC EQUATIONS IN THE PLANE
|
1970
|
Н. В. Крылов
|
+
|
BOUNDED INHOMOGENEOUS NONLINEAR ELLIPTIC AND PARABOLIC EQUATIONS IN THE PLANE
|
1970
|
Н. В. Крылов
|
+
|
ON A CLASS OF NONLINEAR EQUATIONS IN A SPACE OF MEASURABLE FUNCTIONS
|
1969
|
Н. В. Крылов
|
+
|
Diffusion in a plane with reflection. The boundary problem
|
1969
|
Н. В. Крылов
|
+
|
On Quasi Diffusion Processes
|
1966
|
Н. В. Крылов
|
+
|
On Regular Boundary Points for Markov Processes
|
1966
|
Н. В. Крылов
|