Н. В. Крылов

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All published works
Action Title Year Authors
+ PDF Chat On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift 2024 Н. В. Крылов
+ PDF Chat Once again on evolution equations with monotone operators in Hilbert spaces and applications 2024 István Gyöngy
Н. В. Крылов
+ On a New Proof of the Key Step in the Proof of Brouwer’s Fixed Point Theorem 2024 Н. В. Крылов
+ Once again on weak solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift 2024 Н. В. Крылов
+ PDF Chat On Nondegenerate Itô Processes with Moderated Drift 2023 Н. В. Крылов
+ On strong solutions of Itô’s equations with Dσ and b in Morrey classes containing Ld 2023 Н. В. Крылов
+ Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients 2023 Н. В. Крылов
+ A review of some new results in the theory of linear elliptic equations with drift in L_d 2023 Н. В. Крылов
+ A remark on a paper of F. Chiarenza and M. Frasca 2023 Н. В. Крылов
+ PDF Chat Linear and Fully Nonlinear Elliptic Equations with Morrey Drift 2022 Н. В. Крылов
+ PDF Chat Existence of strong solutions for Itô’s stochastic equations via approximations: revisited 2022 István Gyöngy
Н. В. Крылов
+ PDF Chat Estimates in $$L_{p}$$ for solutions of SPDEs with coefficients in Morrey classes 2022 Н. В. Крылов
+ PDF Chat On Diffusion Processes with Drift in Ld+ 1 2022 Н. В. Крылов
+ PDF Chat 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> 2022 Н. В. Крылов
+ On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients 2022 R. Z. Khas’minskiĭ
Н. В. Крылов
+ PDF Chat On potentials of Itô’s Processes with Drift in Ld+ 1 2022 Н. В. Крылов
+ On parabolic Adams's, the Chiarenza-Frasca theorems, and some other results related to parabolic Morrey spaces 2022 Н. В. Крылов
+ On the heat equation with drift in $L_{d+1}$ 2022 Н. В. Крылов
+ On strong solutions of It\^o's equations with $D\sigma $ and $b $ in Morrey classes containing $L_{d}$ 2021 Н. В. Крылов
+ PDF Chat On Diffusion Processes with Drift in a Morrey Class Containing $$L_{d+2}$$ 2021 Н. В. Крылов
+ On strong solutions of Itô’s equations with σ∈Wd1 and b∈Ld 2021 Н. В. Крылов
+ On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients 2021 R. Z. Khas’minskiĭ
Н. В. Крылов
+ PDF Chat On stochastic equations with drift in Ld 2021 Н. В. Крылов
+ Aleksandrov’s estimates for elliptic equations with drift in Morrey spaces containing 𝐿_{𝑑} 2021 Hongjie Dong
Н. В. Крылов
+ PDF Chat 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> 2021 Н. В. Крылов
+ A review of some new results in the theory of linear elliptic equations with drift in $$L_{d}$$ 2021 Н. В. Крылов
+ PDF Chat On Time Inhomogeneous Stochastic Itô Equations with Drift in LD+1 2021 Н. В. Крылов
+ Linear and fully nonlinear elliptic equations with Morrey drift 2021 Н. В. Крылов
+ On the heat equation with drift in $L_{d+1}$ 2021 Н. В. Крылов
+ On potentials of Itô's processes with drift in $L_{d+1}$ 2021 Н. В. Крылов
+ Aleksandrov's estimates for elliptic equations with drift in Morrey spaces containing $L_{d}$ 2021 Hongjie Dong
Н. В. Крылов
+ On diffusion processes with drift in a Morrey class containing $L_{d+2}$ 2021 Н. В. Крылов
+ On the asimptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients 2021 R. Z. Khas’minskiĭ
Н. В. Крылов
+ Existence of strong solutions for Itô's stochastic equations via approximations. Revisited 2021 István Gyöngy
Н. В. Крылов
+ On parabolic Adams's theorem and some other results related to parabolic Morrey spaces 2021 Н. В. Крылов
+ PDF Chat On diffusion processes with drift in $$L_{d}$$ 2020 Н. В. Крылов
+ On time inhomogeneous stochastic Itô equations with drift in 2020 Н. В. Крылов
+ PDF Chat Elliptic equations with VMO a, b$\in L_{d}$, and c$\in L_{d/2}$ 2020 Н. В. Крылов
+ PDF Chat Linear and fully nonlinear elliptic equations with <i>L<sub>d</sub></i>-drift 2020 Н. В. Крылов
+ PDF Chat On diffusion processes with $$B({\mathbb {R}}^{2}, VMO)$$ coefficients and “good” Green’s functions of the corresponding operators 2020 Н. В. Крылов
+ PDF Chat Weighted Aleksandrov estimates: PDE and stochastic versions 2020 Н. В. Крылов
+ On stochastic Itô processes with drift in $L_{d}$ 2020 Н. В. Крылов
+ On stochastic equations with drift in $L_{d}$ 2020 Н. В. Крылов
+ Elliptic equations with VMO a, b$\,\in L_{d}$, and c$\,\in L_{d/2}$ 2020 Н. В. Крылов
+ On time inhomogeneous stochastic Itô equations with drift in $L_{d+1}$ 2020 Н. В. Крылов
+ On strong solutions of Itô's equations with a$\,\in W^{1}_{d}$ and b$\,\in L_{d}$ 2020 Н. В. Крылов
+ Weighted Parabolic Aleksandrov Estimates: PDE and Stochastic Versions 2019 Н. В. Крылов
+ PDF Chat Fully nonlinear elliptic and parabolic equations in weighted and mixed-norm Sobolev spaces 2019 Hongjie Dong
Н. В. Крылов
+ On Shige Peng’s central limit theorem 2019 Н. В. Крылов
+ PDF Chat A few comments on a result of A. Novikov and Girsanov's theorem 2019 Н. В. Крылов
+ PDF Chat On the Adjoint Markov Policies in Stochastic Differential Games 2019 Н. В. Крылов
+ All functions are locally s-harmonic up to a small error 2019 Н. В. Крылов
+ Rubio de Francia extrapolation theorem and related topics in the theory of elliptic and parabolic equations. A survey 2019 Н. В. Крылов
+ On diffusion processes with $B(\mathbb{R}^{2}, VMO)$ coefficients and "good" Green's functions of the corresponding operators 2019 Н. В. Крылов
+ On the adjoint Markov policies in stochastic differential games 2019 Н. В. Крылов
+ Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations 2018 Н. В. Крылов
+ 𝐶^{1+𝛼}-regularity of viscosity solutions of general parabolic equations 2018 Н. В. Крылов
+ Solvability in 𝑊^{1,2}_{𝑝,𝑙𝑜𝑐} of fully nonlinear parabolic equations 2018 Н. В. Крылов
+ Elliptic differential equations of cut-off type 2018 Н. В. Крылов
+ Finite-difference equations of parabolic type 2018 Н. В. Крылов
+ Solvability in 𝑊²_{𝑝,𝑙𝑜𝑐} of fully nonlinear elliptic equations 2018 Н. В. Крылов
+ Parabolic differential equations of cut-off type 2018 Н. В. Крылов
+ PDF Chat Finite-difference equations of elliptic type 2018 Н. В. Крылов
+ PDF Chat Nonlinear elliptic equations in 𝑊²_{𝑝}(Ω) 2018 Н. В. Крылов
+ Nonlinear elliptic equations in 𝐶^{2+𝛼}_{𝑙𝑜𝑐(Ω)∩𝐶(Ω)} 2018 Н. В. Крылов
+ C 1+α-Regularity of Viscosity Solutions of General Nonlinear Parabolic Equations 2018 Н. В. Крылов
+ PDF Chat Uniqueness for &lt;i&gt;L&lt;sub&gt;p&lt;/sub&gt;&lt;/i&gt;-viscosity solutions for uniformly parabolic Isaacs equations with measurable lower order terms 2018 Н. В. Крылов
+ Fully nonlinear elliptic and parabolic equations in weighted and mixed-norm Sobolev spaces 2018 Hongjie Dong
Н. В. Крылов
+ On Shige Peng's central limit theorem 2018 Н. В. Крылов
+ Poisson Stochastic Process and Basic Schauder and Sobolev Estimates in the Theory of Parabolic Equations (Short Version) 2018 Н. В. Крылов
Enrico Priola
+ Weighted Aleksandrov estimates: PDE and stochastic versions 2018 Н. В. Крылов
+ On the paper "All functions are locally s-harmonic up to a small error" by Dipierro, Savin, and Valdinoci 2018 Н. В. Крылов
+ A note on quasi-convex functions 2017 Н. В. Крылов
+ $C^{1+\alpha}$-regularity of viscosity solutions of general nonlinear parabolic equations 2017 Н. В. Крылов
+ PDF Chat Poisson Stochastic Process and Basic Schauder and Sobolev Estimates in the Theory of Parabolic Equations 2017 Н. В. Крылов
Enrico Priola
+ PDF Chat On nonequivalence of regular boundary points for second-order elliptic operators 2017 Н. В. Крылов
Timur Yastrzhembskiy
+ On the existence of $W^{1,2}_{p}$ solutions for fully nonlinear parabolic equations under either relaxed or no convexity assumptions 2017 Н. В. Крылов
+ Uniqueness for $L_{p}$-viscosity solutions for uniformly parabolic Isaacs equations with measurable lower order terms 2017 Н. В. Крылов
+ A note on quasi-convex functions 2017 Н. В. Крылов
+ $C^{1+α}$-regularity of viscosity solutions of general nonlinear parabolic equations 2017 Н. В. Крылов
+ PDF Chat On the existence of Wp2 solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions 2016 Н. В. Крылов
+ PDF Chat Hörmander’s theorem for stochastic partial differential equations 2016 Н. В. Крылов
+ On the existence of $W^{2}_{p}$ solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions 2016 Н. В. Крылов
+ On nonequivalence of regular boundary points for second-order elliptic operators 2016 Н. В. Крылов
Timur Yastrzhembskiy
+ On an energy equality in the theory of evolution equations 2016 Н. В. Крылов
+ PDF Chat Fokker–Planck–Kolmogorov Equations 2015 В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
+ Global parabolic regularity and upper bounds 2015 В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
+ Uniquess of solutions to Fokker–Planck–Kolmogorov equations 2015 В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
+ The infinite-dimensional case 2015 В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
+ PDF Chat Parabolic Harnack inequalities and lower bounds 2015 В. И. Богачев
Н. В. Крылов
Michael Röckner
С. В. Шапошников
+ PDF Chat On parabolic equations in one space dimension 2015 Н. В. Крылов
+ PDF Chat On singularity as a function of time of a conditional distribution of an exit time 2015 Н. В. Крылов
+ PDF Chat On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains 2015 Н. В. Крылов
+ On parabolic equations in one space dimension 2015 Н. В. Крылов
+ PDF Chat To the theory of viscosity solutions for uniformly parabolic Isaacs equations 2015 Н. В. Крылов
+ PDF Chat On the solvability of degenerate stochastic partial differential equations in Sobolev spaces 2014 Máté Gerencsér
István Gyöngy
Н. В. Крылов
+ To the theory of viscosity solutions for uniformly elliptic Isaacs equations 2014 Н. В. Крылов
+ Approximating the value functions for stochastic differential games with the ones having bounded second derivatives 2014 Н. В. Крылов
+ On regularity properties and approximations of value functions for stochastic differential games in domains 2014 Н. В. Крылов
+ PDF Chat On the fundamental matrix solution for higher-order parabolic systems 2014 Stefania Boccia
Н. В. Крылов
+ On the independence of the value function for stochastic differential games of the probability space 2014 Н. В. Крылов
+ 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 2014 Н. В. Крылов
Michael Röckner
Jerzy Zabczyk
Giuseppe Da Prato
Centro internazionale matematico estivo
Centro internazionale matematico estivo. Session
+ To the theory of viscosity solutions for uniformly elliptic Isaacs equations 2014 Н. В. Крылов
+ PDF Chat Hörmander's Theorem for Parabolic Equations with Coefficients Measurable in the Time Variable 2014 Н. В. Крылов
+ Approximating the value functions for stochastic differential games with the ones having bounded second derivatives 2014 Н. В. Крылов
+ On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains 2014 Н. В. Крылов
+ On the independence of the value function for stochastic differential games of the probability space 2014 Н. В. Крылов
+ PDF Chat On the Rate of Convergence of Difference Approximations for Uniformly Nondegenerate Elliptic Bellman’s Equations 2013 Н. В. Крылов
+ On a result of Jessica Lin 2013 Н. В. Крылов
+ PDF Chat On C 1+α regularity of solutions of Isaacs parabolic equations with VMO coefficients 2013 Н. В. Крылов
+ On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains 2013 Н. В. Крылов
+ PDF Chat 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
+ Hörmander's theorem for stochastic partial differential equations 2013 Н. В. Крылов
+ PDF Chat An Ersatz Existence Theorem for Fully Nonlinear Parabolic Equations without Convexity Assumptions 2013 Н. В. Крылов
+ Hörmander's theorem for parabolic equations with coefficients measurable in the time variable 2013 Н. В. Крылов
+ On singularity as a function of time of a conditional distribution of an exit time 2013 Н. В. Крылов
+ Hypoellipticity for filtering problems of partially observable diffusion processes 2013 Н. В. Крылов
+ On a result of Jessica Lin 2013 Н. В. Крылов
+ PDF Chat On the Existence of Smooth Solutions for Fully Nonlinear Parabolic Equations with Measurable “Coefficients” without Convexity Assumptions 2012 Hongjie Dong
Н. В. Крылов
+ On $C^{1+\alpha}$ regularity of solutions of Isaacs parabolic equations with VMO coefficients 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
+ An ersatz existence theorem for fully nonlinear parabolic equations without convexity assumptions 2012 Н. В. Крылов
+ On the Existence of Solutions for Fully Nonlinear Elliptic Equations Under Relaxed Convexity Assumptions 2012 Н. В. Крылов
+ Some $L_{p}$-estimates for elliptic and parabolic operators with measurable coefficients 2012 Н. В. Крылов
+ On the existence of smooth solutions for fully nonlinear elliptic equations with measurable 2012 Н. В. Крылов
+ Interior Estimates for the First-Order Differences for Finite-Difference Approximations for Elliptic Bellman’s Equations 2012 Н. В. Крылов
+ On the existence of smooth solutions for fully nonlinear parabolic equations with measurable "coefficients" without convexity assumptions 2012 Hongjie Dong
Н. В. Крылов
+ Some $L_{p}$-estimates for elliptic and parabolic operators with measurable coefficients 2012 Н. В. Крылов
+ Rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations 2012 Н. В. Крылов
+ A relatively short proof of Itô's formula for SPDEs and its applications 2012 Н. В. Крылов
+ On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains 2012 Н. В. Крылов
+ On the existence of $W^{2}_{p}$ solutions for fully nonlinear elliptic equations under relaxed convexity assumptions 2012 Н. В. Крылов
+ On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations 2012 Н. В. Крылов
+ PDF Chat On the existence of smooth solutions for fully nonlinear elliptic equations with measurable “coefficients” without convexity assumptions 2012 Н. В. Крылов
+ An ersatz existence theorem for fully nonlinear parabolic equations without convexity assumptions 2012 Н. В. Крылов
+ On $C^{1+α}$ regularity of solutions of Isaacs parabolic equations with VMO coefficients 2012 Н. В. Крылов
+ PDF Chat On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications 2011 Н. В. Крылов
+ Filtering partially observable diffusions up to the exit time from a domain 2011 Н. В. Крылов
Teng Wang
+ PDF Chat Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space 2011 István Gyöngy
Н. В. Крылов
+ PDF Chat On Divergence Form Second-order PDEs with Growing Coefficients in W 1 p Spaces without Weights 2011 Н. В. Крылов
+ On Divergence Form Second-order PDEs with Growing Coefficients 2011 Springer Basel Ag
Н. В. Крылов
+ Accelerated Numerical Schemes for PDEs and SPDEs 2010 István Gyöngy
Н. В. Крылов
+ PDF Chat Second-order elliptic and parabolic equations with $B(\mathbb{R}^{2}, VMO)$ coefficients 2010 Hongjie Dong
Н. В. Крылов
+ PDF Chat Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space 2010 István Gyöngy
Н. В. Крылов
+ PDF Chat On Bellman's Equations with VMO Coefficients 2010 Н. В. Крылов
+ Kalman-Bucy filter and SPDEs with growing lower-order coefficients in $W^{1}_{p}$ spaces without weights 2010 Н. В. Крылов
+ Accelerated finite difference schemes for stochastic partial differential equations in the whole space 2010 István Gyöngy
Н. В. Крылов
+ PDF Chat On Divergence form SPDEs with Growing Coefficients in $W^{1}_{2}$ Spaces Without Weights 2010 Н. В. Крылов
+ PDF Chat Second-order elliptic equations with variably partially VMO coefficients 2009 Н. В. Крылов
+ PDF Chat On linear elliptic and parabolic equations with growing drift in Sobolev spaces without weights 2009 Н. В. Крылов
+ PDF Chat First derivatives estimates for finite-difference schemes 2009 István Gyöngy
Н. В. Крылов
+ 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
+ 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
+ Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space 2009 István Gyöngy
Н. В. Крылов
+ On Bellman's equations with VMO coefficients 2009 Н. В. Крылов
+ On the Itô-Wentzell formula for distribution-valued processes and related topics 2009 Н. В. Крылов
+ On linear elliptic and parabolic equations with growing drift in Sobolev spaces without weights 2009 Н. В. Крылов
+ PDF Chat 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 2008 Н. В. Крылов
+ Fourier transform and elliptic operators 2008 Н. В. Крылов
+ Sobolev embedding theorems for 𝑊^{𝑘}_{𝑝}(Ω) 2008 Н. В. Крылов
+ Second-order elliptic equations 𝐿𝑢-𝜆𝑢=𝑓 with 𝜆 small 2008 Н. В. Крылов
+ Basic ℒ_{𝓅}-estimates for parabolic and elliptic equations 2008 Н. В. Крылов
+ Second-order parabolic equations in 𝑊^{1,𝑘}₂(ℝ^{𝕕+1}) 2008 Н. В. Крылов
+ Parabolic and elliptic equations in 𝑊^{1,𝑘}_{𝑝} and 𝑊^{𝑘}_{𝑝} 2008 Н. В. Крылов
+ Elliptic operators and the spaces 𝐻^{𝛾}_{𝑝} 2008 Н. В. Крылов
+ Second-order elliptic equations in 𝑊²₂(ℝ^{𝕕}) 2008 Н. В. Крылов
+ Second-order elliptic equations in 𝑊²_{𝑝}(Ω) 2008 Н. В. Крылов
+ Lectures on Elliptic and Parabolic Equations in Sobolev Spaces 2008 Н. В. Крылов
+ 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
+ Higher order derivative estimates for finite-difference schemes 2008 István Gyöngy
Н. В. Крылов
+ A BRIEF OVERVIEW OF THE Lp-THEORY OF SPDES 2008 Н. В. Крылов
+ FIRST DERIVATIVES ESTIMATES FOR 2008 Finite-Difference Schemes
Н. В. Крылов
+ On divergence form SPDEs with VMO coefficients 2008 Н. В. Крылов
+ 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
+ Second-order elliptic and parabolic equations with $B(\mathbb R^{2}, VMO)$ coefficients 2008 Hongjie Dong
Н. В. Крылов
+ Itô's formula for the $L_{p}$-norm of stochastic $W^{1}_{p}$-valued processes 2008 Н. В. Крылов
+ On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights 2008 Н. В. Крылов
+ Filtering of discrete Markov chains 2007 Bert Fristedt
Nitin Jain
Н. В. Крылов
+ Filtering of continuous-space Markov chains 2007 Bert Fristedt
Nitin Jain
Н. В. Крылов
+ The Rate of Convergence of Finite-Difference Approximations for Parabolic Bellman Equations with Lipschitz Coefficients in Cylindrical Domains 2007 Hongjie Dong
Н. В. Крылов
+ 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
+ Stochastic Evolution Equations 2007 Н. В. Крылов
B. L. Rozovskiĭ
+ PDF Chat Parabolic Equations with Measurable Coefficients 2007 Doyoon Kim
Н. В. Крылов
+ 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
+ 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
+ Maximum principle for SPDEs and its applications 2006 Н. В. Крылов
+ Parabolic equations with VMO coefficients in spaces with mixed norms 2006 Н. В. Крылов
+ 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
+ On Acceleration of Approximation Methods 2005 István Gyöngy
Н. В. Крылов
+ On the Foundation of the Lp-Theory of Stochastic Partial Differential Equations 2005 Н. В. Крылов
+ Some properties of value functions for controlled diffusion processes 2005 Н. В. Крылов
+ 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
+ Parabolic and elliptic equations with VMO coefficients 2005 Н. В. Крылов
+ 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
+ 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
+ On the rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients 2004 Н. В. Крылов
+ 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
+ Brownian Trajectory Is a Regular Lateral Boundary for the Heat Equation 2003 Н. В. Крылов
+ Adapting Some Ideas from Stochastic Control Theory to Studying the Heat Equation in Closed Smooth Domains 2002 Н. В. Крылов
+ 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
+ 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
+ On diffusion approximation with discontinuous coefficients 2002 Н. В. Крылов
R. Liptser
+ Two Sufficient Conditions for the Regularity of Lateral Boundary for the Heat Equation 2002 Н. В. Крылов
+ ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS 2001 В. И. Богачев
Н. В. Крылов
Michael Röckner
+ On averaging principle for diffusion processes with null-recurrent fast component 2001 R. Z. Khas’minskiĭ
Н. В. Крылов
+ Some Properties of Traces for Stochastic and Deterministic Parabolic Weighted Sobolev Spaces 2001 Н. В. Крылов
+ 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
+ Weighted sobolev spaces and laplace's equation and the heat equations in a half space 1999 Н. В. Крылов
+ 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
+ A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space 1999 Н. В. Крылов
Sergey V. Lototsky
+ On Kolmogorov’s equations for finite dimensional diffusions 1999 Н. В. Крылов
+ 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
+ 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
+ Fully nonlinear second order elliptic equations : recent development 1997 Н. В. Крылов
+ Parabolic equations in domains 1996 Н. В. Крылов
+ 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
+ ON THE LIMIT PASSAGE IN PARABOLIC BELLMAN EQUATIONS 1979 Н. В. Крылов
+ 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
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ Lectures on Elliptic and Parabolic Equations in Hölder Spaces 1996 N. Krylov
40
+ PDF Chat L<sup>p</sup>- Theory for fully nonlinear uniformly parabolic equations 2000 Michael G. Crandall
Maciej Kocan
Andrzej Święch
27
+ Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations 2018 Н. В. Крылов
24
+ Nonlinear Elliptic and Parabolic Equations of the Second Order 1987 Н. В. Крылов
24
+ Lectures on Elliptic and Parabolic Equations in Sobolev Spaces 2008 Н. В. Крылов
20
+ PDF Chat Elliptic Partial Differential Equations of Second Order 2001 David Gilbarg
Neil S. Trudinger
20
+ Interior a Priori Estimates for Solutions of Fully Non-Linear Equations 1989 Luis Caffarelli
18
+ PDF Chat On stochastic equations with drift in Ld 2021 Н. В. Крылов
18
+ PDF Chat On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications 2011 Н. В. Крылов
16
+ On the alexandroff‐bakelman‐pucci estimate and the reversed hölder inequality for solutions of elliptic and parabolic equations 1995 Xavier Cabré
15
+ On the Existence of Solutions for Fully Nonlinear Elliptic Equations Under Relaxed Convexity Assumptions 2012 Н. В. Крылов
15
+ Fully Nonlinear Elliptic Equations 1995 Luis Caffarelli
Xavier Cabré
15
+ Multidimensional Diffusion Processes 1997 Daniel W. Stroock
S. R. Srinivasa Varadhan
15
+ PDF Chat $W^{2,p}$- and $W^{1,p}$-Estimates at the Boundary for Solutions of Fully Nonlinear, Uniformly Elliptic Equations 2009 Niki Winter
14
+ PDF Chat Stochastic evolution equations 1981 Н. В. Крылов
B. L. Rozovskiĭ
13
+ PDF Chat Uniqueness and existence of maximal and minimal solutions of fully nonlinear elliptic PDE 2005 Robert Jensen
Andrzej Święch
12
+ PDF Chat On Time Inhomogeneous Stochastic Itô Equations with Drift in LD+1 2021 Н. В. Крылов
12
+ Sequences of convex functions and estimates of the maximum of the solution of a parabolic equation 1976 Н. В. Крылов
12
+ W<sub>p</sub><sup>1,2</sup>solvability for the cauchy-dirichlet problem for parabolic equations with vmo coefficients 1993 Marco Bramanti
M. Cristina Cerutti
12
+ The Lp-integrability of Green’s functions and fundamental solutions for elliptic and parabolic equations 1984 Eugene B. Fabes
D. W. Stroock
12
+ On stochastic equations with respect to semimartingales I.<sup>†</sup> 1980 István Gyöngy
Н. В. Крылов
12
+ A nonlinear fabes—stroock result 1998 Ken Fok
11
+ User’s guide to viscosity solutions of second order partial differential equations 1992 Michael G. Crandall
Hitoshi Ishii
Pierre-Louis Lions
11
+ PDF Chat 𝑊^{2,𝑝}-solvability of the Dirichlet problem for nondivergence elliptic equations with VMO coefficients 1993 Filippo Chiarenza
Michele Frasca
Placido Longo
11
+ PDF Chat On Factorizations of Smooth Nonnegative Matrix-Values Functions and on Smooth Functions with Values in Polyhedra 2008 Н. В. Крылов
11
+ PDF Chat Ergodicity of stochastic differential equations with jumps and singular coefficients 2020 Longjie Xie
Xicheng Zhang
11
+ Discrete Methods for Fully Nonlinear Elliptic Equations 1992 Hung‐Ju Kuo
Neil S. Trudinger
11
+ The Rate of Convergence of Finite-Difference Approximations for Parabolic Bellman Equations with Lipschitz Coefficients in Cylindrical Domains 2007 Hongjie Dong
Н. В. Крылов
11
+ Second Order Parabolic Differential Equations 1996 Gary M. Lieberman
10
+ PDF Chat On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations 2013 Н. В. Крылов
10
+ A CERTAIN PROPERTY OF SOLUTIONS OF PARABOLIC EQUATIONS WITH MEASURABLE COEFFICIENTS 1981 Н. В. Крылов
M. V. Safonov
10
+ PDF Chat Maximum Principle for SPDEs and Its Applications 2007 Н. В. Крылов
10
+ A Sobolev Space Theory of SPDE with Constant Coefficients on a Half Line 1999 Н. В. Крылов
Sergey V. Lototsky
10
+ PDF Chat Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations 2005 Guy Barles
Espen R. Jakobsen
10
+ Stochastic partial differential equations and filtering of diffusion processes 1980 E. Pardouxt
10
+ PDF Chat On the existence of smooth solutions for fully nonlinear elliptic equations with measurable “coefficients” without convexity assumptions 2012 Н. В. Крылов
10
+ PDF Chat Linear and fully nonlinear elliptic equations with <i>L<sub>d</sub></i>-drift 2020 Н. В. Крылов
10
+ Second Order Equations With Nonnegative Characteristic Form 1973 O. A. Oleĭnik
E. V. Radkevič
10
+ MULTI-DIMENSIONAL DIFFUSION PROCESSES 1980 J. F. C. Kingmán
9
+ PDF Chat On the Existence of Smooth Solutions for Fully Nonlinear Parabolic Equations with Measurable “Coefficients” without Convexity Assumptions 2012 Hongjie Dong
Н. В. Крылов
9
+ PDF Chat On Bellman's Equations with VMO Coefficients 2010 Н. В. Крылов
9
+ PDF Chat Second derivative 𝐿^{𝑝}-estimates for elliptic equations of nondivergent type 1986 Fang-Hua Lin
9
+ PDF Chat On the L p -Solvability of Higher Order Parabolic and Elliptic Systems with BMO Coefficients 2010 Hongjie Dong
Doyoon Kim
9
+ PDF Chat $W^1,p$-interior estimates for solutions of fully nonlinear, uniformly elliptic equations 1997 Andrzej Święch
9
+ Value functions and the Dirichlet problem for Isaacs equation in a smooth domain 2009 Jay Kovats
9
+ Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness 2019 Lisa Beck
Franco Flandoli
Massimiliano Gubinelli
Mario Maurelli
9
+ On stochastic equations with drift in $L_{d}$ 2020 Н. В. Крылов
9
+ Weighted sobolev spaces and laplace's equation and the heat equations in a half space 1999 Н. В. Крылов
9
+ Statistics of Random Processes 2021 Michael F. Insana
9
+ ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE 1987 Н. В. Крылов
9