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Krylov, N. V.

  1. Parabolic and elliptic equations with VMO coefficients
    2005/11/30 by Н. В. Крылов, Krylov, N. V. · 6 citations
    Mathematics · #35J15 #35K10 #60J60 #Analysis of PDEs (math.AP) #Differential Equations and Boundary Problems #FOS: Mathematics #Nonlinear Partial Differential Equations #Numerical methods in inverse problems
  2. On the Itô-Wentzell formula for distribution-valued processes and related topics
    2009/04/17 by Н. В. Крылов, Krylov, N. V. · 3 citations
    Economics, Econometrics and Finance · #60H05 #60H15 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
  3. Second-order elliptic equations with variably partially VMO coefficients
    2008/07/06 by Н. В. Крылов, Krylov, N. V. · 2 citations
    Mathematics · Computer Science · #Advanced Mathematical Physics Problems #Advanced Mathematical Modeling in Engineering #Nonlinear Partial Differential Equations
  4. On the existence of W2p solutions for fully nonlinear elliptic equations under relaxed convexity assumptions
    2012/03/07 by Н. В. Крылов, Krylov, N. V. · 2 citations
    Mathematics · Computer Science · #Nonlinear Partial Differential Equations #Advanced Mathematical Modeling in Engineering #Advanced Mathematical Physics Problems
  5. On stochastic equations with drift in Ld
    2020/01/12 by Н. В. Крылов, Krylov, N. V. · 6 citations
    Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Advanced Harmonic Analysis Research #Nonlinear Partial Differential Equations
  6. On Shige Peng's central limit theorem
    2018/06/29 by Krylov, N. V. · 2 citations
    #60E05 #60E07 #60H05 #60H10 #60H30 #62C05 #62D05 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  7. On stochastic Itô processes with drift in Ld
    2020/01/10 by Н. В. Крылов, Krylov, N. V. · 2 citations
    Computer Science · Economics, Econometrics and Finance · Mathematics · #60H10 #60H20 #60J60 #69H30 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories
  8. On the rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
    2004/11/11 by Н. В. Крылов, Krylov, N. V. · 1 citation
    Mathematics · #35J60 #65M15 #93E20 #Differential Equations and Boundary Problems #Differential Equations and Numerical Methods #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #advanced mathematical theories
  9. A relatively short proof of Itô's formula for SPDEs and its applications
    2012/08/18 by Krylov, N. V. · 1 citation
    #35R60 #60H15 #FOS: Mathematics #Probability (math.PR)
  10. On parabolic equations in one space dimension
    2015/05/10 by Н. В. Крылов, Krylov, N. V. · 1 citation
    Mathematics · #35K10 #35K15 #Advanced Mathematical Physics Problems #Analysis of PDEs (math.AP) #Differential Equations and Boundary Problems #FOS: Mathematics #Nonlinear Partial Differential Equations
  11. On the existence of W2p solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions
    2016/03/28 by Krylov, N. V. · 1 citation
    #35J60 #39A14 #Analysis of PDEs (math.AP) #FOS: Mathematics
  12. Elliptic equations with VMO a, b ∈ Ld, and c ∈ Ld/2
    2020/03/22 by Krylov, N. V. · 1 citation
    #35J15 #35K10 #60J60 #Analysis of PDEs (math.AP) #Classical Analysis and ODEs (math.CA) #FOS: Mathematics
  13. On strong solutions of Itô's equations with a ∈ W1d and b ∈ Ld
    2020/07/12 by Н. В. Крылов, Krylov, N. V. · 1 citation
    Computer Science · Mathematics · #60H10 #60J60 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Nonlinear Partial Differential Equations #Numerical methods in inverse problems #Probability (math.PR)
  14. On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
    2022/11/07 by N. V. Krylov, Krylov, N. V. · 1 citation
    Computer Science · Economics, Econometrics and Finance · Mathematics · #60H10 #60J60 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications
  15. On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
    2023/03/20 by Krylov, N. V. · 1 citation
    #60H10 #60J60 #FOS: Mathematics #Probability (math.PR)
  16. Once again on weak solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
    2023/04/10 by N. V. Krylov, Krylov, N. V. · 1 citation
    Computer Science · Economics, Econometrics and Finance · Mathematics · #60H10 #60J60 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  17. A remark on a paper of F. Chiarenza and M. Frasca
    2023/10/10 by Н. В. Крылов, Krylov, N. V. · 1 citation
    Computer Science · Mathematics · #42B25 #46E35 #Advanced Harmonic Analysis Research #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Partial Differential Equations