24 citations · 66 across the 29 of their papers we have counts for
30 papers
On the adjoint Markov policies in stochastic differential games
N. V. Krylov
We consider time-homogeneous uniformly nondegenerate stochastic differential games in domains and propose constructing -optimal strategies and policies by using adjoin…
Weighted Aleksandrov estimates: PDE and stochastic versions
N. V. Krylov
We prove several pointwise estimates for solutions of linear elliptic (parabolic) equations with measurable coefficients in smooth domains (cylinders) through the weighted …
Uniqueness for -viscosity solutions for uniformly parabolic Isaacs equations with measurable lower order terms
N. V. Krylov
In this article we present several results concerning uniqueness of -viscosity and -viscosity solutions for fully nonlinear parabolic equations. In case of the Isaacs equ…
On an energy equality in the theory of evolution equations
N. V. Krylov
We give an elementary proof of a basic "energy" equality in the theory of evolution equations in the setting, which usually starts with introducing .
Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations
N. V. Krylov, E. Priola
We show among other things how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations w…
To the theory of viscosity solutions for uniformly parabolic Isaacs equations
N. V. Krylov
We show how a theorem about the solvability in of special parabolic Isaacs equations can be used to obtain the existence and uniqueness of viscosity solutions of…