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Results: 1-11 |
Results: 11
Differentiability of the invariant measures and transition probabilities of singular diffusions
Authors: Bogachev, VP Krylov, NV Rockner, M
Citation: Vp. Bogachev et al., Differentiability of the invariant measures and transition probabilities of singular diffusions, DOKL MATH, 63(1), 2001, pp. 18-21
Mean value theorems for stochastic integrals
Authors: Krylov, NV
Citation: Nv. Krylov, Mean value theorems for stochastic integrals, ANN PROBAB, 29(1), 2001, pp. 385-410
The heat equation in L-q((O, T), L-p)-spaces with weights
Authors: Krylov, NV
Citation: Nv. Krylov, The heat equation in L-q((O, T), L-p)-spaces with weights, SIAM J MATH, 32(5), 2001, pp. 1117-1141
Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces
Authors: Krylov, NV
Citation: Nv. Krylov, Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces, J FUNCT ANA, 183(1), 2001, pp. 1-41
Stochastic linear controlled systems with quadratic cost revisited
Authors: Krylov, NV
Citation: Nv. Krylov, Stochastic linear controlled systems with quadratic cost revisited, TRENDS MATH, 2001, pp. 207-232
On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients
Authors: Krylov, NV
Citation: Nv. Krylov, On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients, PROB TH REL, 117(1), 2000, pp. 1-16
Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach
Authors: Krylov, NV Zatezalo, A
Citation: Nv. Krylov et A. Zatezalo, Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach, APPL MATH O, 42(3), 2000, pp. 229-258
A direct approach to deriving filtering equations for diffusion processes
Authors: Krylov, NV Zatezalo, A
Citation: Nv. Krylov et A. Zatezalo, A direct approach to deriving filtering equations for diffusion processes, APPL MATH O, 42(3), 2000, pp. 315-332
Weighted Sobolev spaces and Laplace's equation and the heat equations in ahalf space
Authors: Krylov, NV
Citation: Nv. Krylov, Weighted Sobolev spaces and Laplace's equation and the heat equations in ahalf space, COMM PART D, 24(9-10), 1999, pp. 1611-1653
A Sobolev space theory of SPDEs with constant coefficients in a half space
Authors: Krylov, NV Lototsky, SV
Citation: Nv. Krylov et Sv. Lototsky, A Sobolev space theory of SPDEs with constant coefficients in a half space, SIAM J MATH, 31(1), 1999, pp. 19-33
A Sobolev space theory of SPDEs with constant coefficients on a half line
Authors: Krylov, NV Lototsky, SV
Citation: Nv. Krylov et Sv. Lototsky, A Sobolev space theory of SPDEs with constant coefficients on a half line, SIAM J MATH, 30(2), 1998, pp. 298-325
Risultati: 1-11 |