31 citations · 137 across the 73 of their papers we have counts for
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math.AP2008
Universal estimates for parabolic equations and applications for non-linear and non-local problems
Nikolai Dokuchaev
We obtain some "universal" estimates for -norm of the solution of a parabolic equation via a weighted version of -norm of the free term. More precisely, we found the l…
q-fin.PM2008★ 12 cited
Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
Nikolai Dokuchaev
We consider optimal investment problems for a diffusion market model with non-observable random drifts that evolve as an Ito's process. Admissible strategies do not use direct obse…
math.AP2008★ 1 cited
Cordes conditions and some alternatives for parabolic equations and discontinuous diffusion
Nikolai Dokuchaev
The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in…