Krylov Nikolai Vladimirovich

Publications in Math-Net.Ru

1. On nondegenerate Itô processes with moderated drift
   
   Teor. Veroyatnost. i Primenen., 68:3 (2023),  630–660
2. Rubio de Francia extrapolation theorem and related topics in the theory of elliptic and parabolic equations. A survey
   
   Algebra i Analiz, 32:3 (2020),  5–38
3. About Pogorelov's method and Aleksandrov's estimates
   
   Zh. Mat. Fiz. Anal. Geom., 16:3 (2020),  283–290
4. Weighted Aleksandrov estimates: PDE and stochastic versions
   
   Algebra i Analiz, 31:3 (2019),  154–169
5. Hörmander's theorem for stochastic partial differential equations
   
   Algebra i Analiz, 27:3 (2015),  157–182
6. On fully nonlinear elliptic and parabolic equations with VMO coefficients in domains
   
   Algebra i Analiz, 24:1 (2012),  53–94
7. Elliptic and parabolic equations for measures
   
   Uspekhi Mat. Nauk, 64:6(390) (2009),  5–116
8. On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients
   
   Algebra i Analiz, 17:2 (2005),  108–132
9. Parabolic equations in $L_p$-spaces with mixed norms
   
   Algebra i Analiz, 14:4 (2002),  91–106
10. On the Caiderón–Zygmund theorem with applications to parabolic equations
    
    Algebra i Analiz, 13:4 (2001),  1–25
11. On the rate of convergence of finite-difference approximations for Bellman's equations
    
    Algebra i Analiz, 9:3 (1997),  245–256
12. On a proof of Itô's formula
    
    Trudy Mat. Inst. Steklov., 202 (1993),  170–174
13. On the first quasiderivatives of solutions of Ito stochastic equations
    
    Izv. RAN. Ser. Mat., 56:2 (1992),  398–426
14. A simple proof of the existence of a solution to the Itô equation with monotone coefficients
    
    Teor. Veroyatnost. i Primenen., 35:3 (1990),  576–580
15. Smoothness of the value function for a controlled diffusion process in a domain
    
    Izv. Akad. Nauk SSSR Ser. Mat., 53:1 (1989),  66–96
16. Stochastic calculus
    
    Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat. Fund. Napr., 45 (1989),  5–253
17. On control of diffusion processes on a surface in Euclidean space
    
    Mat. Sb. (N.S.), 137(179):2(10) (1988),  184–201
18. On moment estimates for quasiderivative of solutions of stochastic equations with respect to the initial data, and their applications
    
    Mat. Sb. (N.S.), 136(178):4(8) (1988),  510–529
19. On unconditional solvability of the Bellman equation with constant coefficients in convex domains
    
    Mat. Sb. (N.S.), 135(177):3 (1988),  297–311
20. On the Passage to the Limit in Ito's Stochastic Equations
    
    Teor. Veroyatnost. i Primenen., 33:1 (1988),  3–13
21. On the first boundary value problem for nonlinear degenerate elliptic equations
    
    Izv. Akad. Nauk SSSR Ser. Mat., 51:2 (1987),  242–269
22. Degeneracy domain of a nonlinearity in the Hamilton–Jacobi–Bellman equation with constant coefficients
    
    Mat. Zametki, 42:5 (1987),  685–690
23. On estimates of the maximum of a solution of a parabolic equation and estimates of the distribution of a semimartingale
    
    Mat. Sb. (N.S.), 130(172):2(6) (1986),  207–221
24. An approach to controlled diffusion processes
    
    Teor. Veroyatnost. i Primenen., 31:4 (1986),  685–709
25. The sufficiency of the adjointed Markov policies for the controlled diffusion processes
    
    Teor. Veroyatnost. i Primenen., 31:2 (1986),  353–358
26. $G$-convergence of elliptic operators in nondivergence form
    
    Mat. Zametki, 37:4 (1985),  522–527
27. Estimates for derivatives of the solutions of nonlinear parabolic equations
    
    Dokl. Akad. Nauk SSSR, 274:1 (1984),  23–26
28. Extremal properties of the solutions of stochastic equations
    
    Teor. Veroyatnost. i Primenen., 29:2 (1984),  209–221
29. Boundedly nonhomogeneous elliptic and parabolic equations in a domain
    
    Izv. Akad. Nauk SSSR Ser. Mat., 47:1 (1983),  75–108
30. On degenerate nonlinear elliptic equations. II
    
    Mat. Sb. (N.S.), 121(163):2(6) (1983),  211–232
31. On degenerate nonlinear elliptic equations
    
    Mat. Sb. (N.S.), 120(162):3 (1983),  311–330
32. Boundedly nonhomogeneous elliptic and parabolic equations
    
    Izv. Akad. Nauk SSSR Ser. Mat., 46:3 (1982),  487–523
33. Stochastic partial differential equations and diffusion processes
    
    Uspekhi Mat. Nauk, 37:6(228) (1982),  75–95
34. On control of a diffusion process up to the time of first exit from a region
    
    Izv. Akad. Nauk SSSR Ser. Mat., 45:5 (1981),  1029–1048
35. On controlled diffusion processes with unbounded coefficients
    
    Izv. Akad. Nauk SSSR Ser. Mat., 45:4 (1981),  734–759
36. A certain property of solutions of parabolic equations with measurable coefficients
    
    Izv. Akad. Nauk SSSR Ser. Mat., 44:1 (1980),  161–175
37. On extension of optimality set of Wald test
    
    Teor. Veroyatnost. i Primenen., 25:1 (1980),  167–171
38. Ito equations in Banach spaces and strongly parabolic stochastic partial differential equations
    
    Dokl. Akad. Nauk SSSR, 249:2 (1979),  285–289
39. On the theory of controlled diffusion processes
    
    Dokl. Akad. Nauk SSSR, 245:2 (1979),  298–300
40. An estimate for the probability of a diffusion process hitting a set of positive measure
    
    Dokl. Akad. Nauk SSSR, 245:1 (1979),  18–20
41. Stochastic evolution equations
    
    Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat., 14 (1979),  71–146
42. Some new results in the theory of controlled diffusion processes
    
    Mat. Sb. (N.S.), 109(151):1(5) (1979),  146–164
43. On the coincidence of $\sigma$-algebras in the filtration problem for diffusion processes
    
    Teor. Veroyatnost. i Primenen., 24:4 (1979),  771–780
44. On the limit passage in parabolic Bellman equations
    
    Izv. Akad. Nauk SSSR Ser. Mat., 42:6 (1978),  1417–1425
45. On the maximum principle for nonlinear parabolic and elliptic equations
    
    Izv. Akad. Nauk SSSR Ser. Mat., 42:5 (1978),  1050–1062
46. On conditional distributions of diffusion processes
    
    Izv. Akad. Nauk SSSR Ser. Mat., 42:2 (1978),  356–378
47. On passing to the limit in degenerate Bellman equations. II
    
    Mat. Sb. (N.S.), 107(149):1(9) (1978),  56–68
48. On passing to the limit in degenerate Bellman equations. I
    
    Mat. Sb. (N.S.), 106(148):2(6) (1978),  214–233
49. Some properties of the normal image of convex functions
    
    Mat. Sb. (N.S.), 105(147):2 (1978),  180–191
50. On the Cauchy problem for linear stochastic partial differential equations
    
    Izv. Akad. Nauk SSSR Ser. Mat., 41:6 (1977),  1329–1347
51. The maximum principle for parabolic equations
    
    Uspekhi Mat. Nauk, 31:4(190) (1976),  267–268
52. On explicit formulas for solutions of stochastic equations
    
    Mat. Sb. (N.S.), 100(142):2(6) (1976),  266–284
53. Sequences of convex functions, and estimates of the maximum of the solution of a parabolic equation
    
    Sibirsk. Mat. Zh., 17:2 (1976),  290–303
54. An example of a one-dimensional controlled process
    
    Teor. Veroyatnost. i Primenen., 21:1 (1976),  147–151
55. Some estimates of the probability density of a stochastic integral
    
    Izv. Akad. Nauk SSSR Ser. Mat., 38:1 (1974),  228–248
56. On the selection of a Markov process from a system of processes and the construction of quasi-diffusion processes
    
    Izv. Akad. Nauk SSSR Ser. Mat., 37:3 (1973),  691–708
57. The exact barriers in the problem with oblique derivative
    
    Sibirsk. Mat. Zh., 14:1 (1973),  36–43
58. О регулярности условных вероятностей для случайных процессов
    
    Teor. Veroyatnost. i Primenen., 18:1 (1973),  151–155
59. Some estimates in the theory of stochastic integral
    
    Teor. Veroyatnost. i Primenen., 18:1 (1973),  56–65
60. On control of the solution of a stochastic integral equation with degeneration
    
    Izv. Akad. Nauk SSSR Ser. Mat., 36:1 (1972),  248–261
61. Control of a Solution of a Stochastic Integral Equation
    
    Teor. Veroyatnost. i Primenen., 17:1 (1972),  111–128
62. On the theory of nonlinear degenerating elliptic equations
    
    Dokl. Akad. Nauk SSSR, 201:6 (1971),  1279–1281
63. On uniqueness of the solution of Bellman's equation
    
    Izv. Akad. Nauk SSSR Ser. Mat., 35:6 (1971),  1377–1388
64. Control of Markov processes and $W$-spaces
    
    Izv. Akad. Nauk SSSR Ser. Mat., 35:1 (1971),  224–255
65. On an inequality in the theory of stochastic integrals
    
    Teor. Veroyatnost. i Primenen., 16:3 (1971),  446–457
66. The problem with two free boundaries for an elliptic equation and the optimal stopping of a Markov process
    
    Dokl. Akad. Nauk SSSR, 194:6 (1970),  1263–1265
67. Bounded inhomogeneous nonlinear elliptic and parabolic equations in the plane
    
    Mat. Sb. (N.S.), 82(124):1(5) (1970),  99–110
68. On equations of minimax type in the theory of elliptic and parabolic equations in the plane
    
    Mat. Sb. (N.S.), 81(123):1 (1970),  3–22
69. Parabolic equations on the plane and semigroups
    
    Differ. Uravn., 5:12 (1969),  2216–2224
70. Boundedly nonhomogeneous nonlinear elliptic and parabolic equations in the plane
    
    Uspekhi Mat. Nauk, 24:4(148) (1969),  201–202
71. On a class of nonlinear equations in a space of measurable functions
    
    Mat. Sb. (N.S.), 80(122):2(10) (1969),  253–265
72. A diffusion on the plane with reflection. II. The boundary value problem
    
    Sibirsk. Mat. Zh., 10:2 (1969),  355–372
73. A diffusion on the plane with reflection. I. Construction of the process
    
    Sibirsk. Mat. Zh., 10:2 (1969),  343–354
74. On Ito stochastic integral equations
    
    Teor. Veroyatnost. i Primenen., 14:2 (1969),  340–348
75. The first boundary value problem for elliptic equations of second order
    
    Differ. Uravn., 3:2 (1967),  315–326
76. On the Green's function for the Dirichlet problem
    
    Uspekhi Mat. Nauk, 22:2(134) (1967),  116–118
77. On solutions of elliptic equations of the second order
    
    Uspekhi Mat. Nauk, 21:2(128) (1966),  233–235
78. Some properties of quasidiffusion process
    
    Uspekhi Mat. Nauk, 21:1(127) (1966),  177–179
79. On regular boundary points for Markov processes
    
    Teor. Veroyatnost. i Primenen., 11:4 (1966),  690–695
80. On quasi-diffusional processes
    
    Teor. Veroyatnost. i Primenen., 11:3 (1966),  424–443
81. Markov random sets
    
    Tr. Mosk. Mat. Obs., 13 (1965),  114–135
82. The Construction of an Optimal Strategy for a Finite Controlled Chain
    
    Teor. Veroyatnost. i Primenen., 10:1 (1965),  51–60
83. On the existence of $\varepsilon$-optimal homogeneous Markov strategies for a controlled chain
    
    Dokl. Akad. Nauk SSSR, 155:4 (1964),  747–750
84. On Markov Random Sets
    
    Teor. Veroyatnost. i Primenen., 9:4 (1964),  738–743


85. On the 90th birthday of Nina Nikolaevna Uraltseva
    
    Uspekhi Mat. Nauk, 79:6(480) (2024),  179–192
86. E. B. Dynkin's 70th Birthday
    
    Teor. Veroyatnost. i Primenen., 39:4 (1994),  796–798
87. Sessions of the Petrovskii Seminar on differential equations and problems of mathematical physics
    
    Uspekhi Mat. Nauk, 35:2(212) (1980),  251–256
88. Sessions of the Petrovskii Seminar on differential equations and mathematical problems of physics
    
    Uspekhi Mat. Nauk, 34:3(207) (1979),  221–226
89. Addendum: On Ito's Stochastic Integral Equations
    
    Teor. Veroyatnost. i Primenen., 17:2 (1972),  392–393