2 citations · 5 across the 5 of their papers we have counts for
5 papers
On conditional uniqueness of solutions to stochastic Navier-Stokes Equations
István Gyöngy, Nicolai V. Krylov
This paper is a continuation of [26]. Here theorems on conditional uniqueness and regularity for solutions to stochastic Navier-Stokes equations in are presented.
Once again on evolution equations with monotone operators in Hilbert spaces and applications
István Gyöngy, Nicolai V. Krylov
Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of li…
Existence of strong solutions for Itô's stochastic equations via approximations. Revisited
I. Gyöngy, N. V. Krylov
Given strong uniqueness for an Itô's stochastic equation, we prove that its solution can beconstructed on "any" probability space by using, for example, Euler's polygonal approxima…
On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains
N. V. Krylov
We show that the there exists an algebraic rate of convergence of solutions of finite-difference approximations for uniformly elliptic Isaacs in smooth bounded domains.
On the rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
N. V. Krylov
We consider parabolic Bellman equations with Lipschitz coefficients. Error bounds of order for certain types of finite-difference schemes are obtained.