N. V. Krylov
- 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
- On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
2023/03/20 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
- 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