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Nicolai V. Krylov · Study
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Author
Nicolai V. Krylov
20 works
· latest 2019
· 2 institutions
cluster: provisional
ORCID 0000-0002-2068-0432
Works
20 shown
On Shige Peng’s central limit theorem
Stochastic Processes and their Applications
·
2019
·
1 author
·
Open access
31
citations
A relatively short proof of Itô’s formula for SPDEs and its applications
Stochastic Partial Differential Equations Analysis and Computations
·
2013
·
1 author
·
Open access
56
citations
On the Itô–Wentzell formula for distribution-valued processes and related topics
Probability Theory and Related Fields
·
2010
·
1 author
·
Open access
81
citations
Itô’s formula for the L p -norm of stochastic $${W^{1}_{p}}$$ -valued processes
Probability Theory and Related Fields
·
2009
·
1 author
·
Open access
62
citations
Strong solutions of stochastic equations with singular time dependent drift
Probability Theory and Related Fields
·
2004
·
2 authors
·
Open access
420
citations
On weak uniqueness for some diffusions with discontinuous coefficients
Stochastic Processes and their Applications
·
2004
·
1 author
·
Open access
53
citations
On diffusion approximation with discontinuous coefficients
Stochastic Processes and their Applications
·
2002
·
2 authors
·
Open access
23
citations
Approximating Value Functions for Controlled Degenerate Diffusion Processes by Using Piece-Wise Constant Policies
Electronic Journal of Probability
·
1999
·
1 author
·
Open access
63
citations
Existence of strong solutions for Itô's stochastic equations via approximations
Probability Theory and Related Fields
·
1996
·
2 authors
·
Open access
400
citations
Introduction to the Theory of Diffusion Processes
Translations of mathematical monographs
·
1994
·
1 author
·
book
186
citations
A Simple Proof of the Existence of a Solution of Itô’s Equation with Monotone Coefficients
Theory of Probability and Its Applications
·
1991
·
1 author
45
citations
On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
Stochastics
·
1982
·
2 authors
134
citations
Controlled Diffusion Processes
Springer eBooks
·
1980
·
1 author
·
book
1,311
citations
Controlled Diffusion Processes
Applications of mathematics
·
1980
·
1 author
·
book
258
citations
On stochastic equations with respect to semimartingales I.†
Stochastics
·
1980
·
2 authors
197
citations
ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS
Mathematics of the USSR-Sbornik
·
1976
·
2 authors
40
citations
SOME ESTIMATES OF THE PROBABILITY DENSITY OF A STOCHASTIC INTEGRAL
Mathematics of the USSR-Izvestiya
·
1974
·
1 author
32
citations
Control of a Solution of a Stochastic Integral Equation
Theory of Probability and Its Applications
·
1972
·
1 author
78
citations
An Inequality in the Theory of Stochastic Integrals
Theory of Probability and Its Applications
·
1971
·
1 author
41
citations
On Itô’s Stochastic Integral Equations
Theory of Probability and Its Applications
·
1969
·
1 author
98
citations