N. Krylov

activity

20022026

most citedA priori estimates of smoothness of solutions to difference Bellman equations with linear and quasilinear operators

18 citations · 145 across the 43 of their papers we have counts for

collaborators

Showing 2020 · math.PRShow all

3 papers · 2 filters

math.PR2020★ 4 cited

On strong solutions of Itô's equations with a $\in W_{d}^{1}$ and b $\in L_{d}$

N. V. Krylov

We consider Itô uniformly nondegenerate equations with time independent coefficients, the diffusion coefficient in $W_{d, l oc}^{1}$ , and the drift in $L_{d}$ . We prove the unique st…

math.PR2020★ 3 cited

On stochastic Itô processes with drift in $L_{d}$

N. V. Krylov

For Itô stochastic processes in $R^{d}$ with drift in $L_{d}$ Aleksandrov's type estimates are established in the elliptic and parabolic settings. They are applied to esti…

math.PR2020★ 11 cited

On stochastic equations with drift in $L_{d}$

N. V. Krylov

For Itô stochastic equations in $R^{d}$ with drift in $L_{d}$ several results are discussed such as the existence of weak solutions, the existence of the corresponding Mar…

On strong solutions of Itô's equations with a∈Wd1​ and b∈Ld​

On stochastic Itô processes with drift in Ld​

On stochastic equations with drift in Ld​

On strong solutions of Itô's equations with a $\in W_{d}^{1}$ and b $\in L_{d}$

On stochastic Itô processes with drift in $L_{d}$

On stochastic equations with drift in $L_{d}$