Nicolai V. Krylov

activity

20052019

most citedParabolic equations with measurable coefficients

24 citations · 66 across the 29 of their papers we have counts for

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Showing 2010 · math.APShow all

2 papers · 2 filters

math.AP2010★ 1 cited

Kalman-Bucy filter and SPDEs with growing lower-order coefficients in $W_{p}^{1}$ spaces without weights

N. V. Krylov

We consider divergence form uniformly parabolic SPDEs with VMO bounded leading coefficients, bounded coefficients in the stochastic part, and possibly growing lower-order coefficie…

math.AP2010

On Bellman's equations with VMO coefficients

N. V. Krylov

We present a result about solvability in $W_{p}^{2}$ , $p > d$ , in the whole space $\bR^{d}$ of Bellman's equations with VMO ``coefficients''. Parabolic equations are touched upon as…

Kalman-Bucy filter and SPDEs with growing lower-order coefficients in Wp1​ spaces without weights

On Bellman's equations with VMO coefficients

Kalman-Bucy filter and SPDEs with growing lower-order coefficients in $W_{p}^{1}$ spaces without weights