Research Output per year

## Research Output

## Linear and fully nonlinear elliptic equations with L_{d} -drift

Krylov, N. V., 2020, (Accepted/In press) In : Communications in Partial Differential Equations.Research output: Contribution to journal › Article

## On diffusion processes with B(R^{2}, VMO) coefficients and “good” Green’s functions of the corresponding operators

Krylov, N. V., Jun 1 2020, In : Calculus of Variations and Partial Differential Equations. 59, 3, 100.Research output: Contribution to journal › Article

## On Shige Peng's central limit theorem

Krylov, N. V., Mar 2020, In : Stochastic Processes and their Applications. 130, 3, p. 1426-1434 9 p.Research output: Contribution to journal › Article

## Weighted aleksandrov estimates: PDE and stochastic versions

Krylov, N. V., Jan 1 2020, In : St. Petersburg Mathematical Journal. 31, 3, p. 509-520 12 p.Research output: Contribution to journal › Article

## Weighted Parabolic Aleksandrov Estimates: PDE and Stochastic Versions

Krylov, N. V., Jan 1 2020, In : Journal of Mathematical Sciences (United States). 244, 3, p. 419-435 17 p.Research output: Contribution to journal › Article

## A few comments on a result of A. Novikov and Girsanov's theorem

Krylov, N. V., Nov 17 2019, In : Stochastics. 91, 8, p. 1186-1189 4 p.Research output: Contribution to journal › Article

## All functions are locally s-harmonic up to a small error

Krylov, N. V., Oct 15 2019, In : Journal of Functional Analysis. 277, 8, p. 2728-2733 6 p.Research output: Contribution to journal › Article

## A note on quasi-convex functions

Krylov, N. V., Jan 1 2019, In : Journal of Convex Analysis. 26, 1, p. 269-273 5 p.Research output: Contribution to journal › Article

## Fully nonlinear elliptic and parabolic equations in weighted and mixed-norm Sobolev spaces

Dong, H. & Krylov, N. V., Aug 1 2019, In : Calculus of Variations and Partial Differential Equations. 58, 4, 145.Research output: Contribution to journal › Article

## On the adjoint Markov policies in stochastic differential games

Krylov, N. V., Jan 1 2019, In : Communications on Stochastic Analysis. 13, 1, p. 1-21 21 p.Research output: Contribution to journal › Article

## C ^{1+α}-Regularity of Viscosity Solutions of General Nonlinear Parabolic Equations

Krylov, N. V., Jul 1 2018, In : Journal of Mathematical Sciences (United States). 232, 4, p. 403-427 25 p.Research output: Contribution to journal › Article

## On an energy equality in the theory of evolution equations

Krylov, N. V., Aug 3 2018, In : Complex Variables and Elliptic Equations. 63, 7-8, p. 1069-1081 13 p.Research output: Contribution to journal › Article

## Poisson stochastic process and basic schauder and Sobolev estimates in the theory of parabolic equations (short version)

Krylov, N. V. & Priola, E., Jan 1 2018,*Stochastic Partial Differential Equations and Related Fields - In Honor of Michael Röckner SPDERF, 2016.*Trutnau, G., Eberle, A., Hoh, W., Kassmann, M., Grothaus, M. & Stannat, W. (eds.). Springer New York LLC, p. 201-211 11 p. (Springer Proceedings in Mathematics and Statistics; vol. 229).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

## Uniqueness for L_{p}-viscosity solutions for uniformly parabolic isaacs equations with measurable lower order terms

Krylov, N. V., Nov 2018, In : Communications on Pure and Applied Analysis. 17, 6, p. 2495-2516 22 p.Research output: Contribution to journal › Article

## On nonequivalence of regular boundary points for second-order elliptic operators

Krylov, N. V. & Yastrzhembskiy, T., Mar 4 2017, In : Communications in Partial Differential Equations. 42, 3, p. 366-387 22 p.Research output: Contribution to journal › Article

## On the existence of W^{2} _{p} solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions

Krylov, N. V., Dec 1 2017, In : Communications in Contemporary Mathematics. 19, 6, 1750009.Research output: Contribution to journal › Article

## Poisson Stochastic Process and Basic Schauder and Sobolev Estimates in the Theory of Parabolic Equations

Krylov, N. V. & Priola, E., Sep 1 2017, In : Archive For Rational Mechanics And Analysis. 225, 3, p. 1089-1126 38 p.Research output: Contribution to journal › Article

## Hörmander's theorem for stochastic partial differential equations

Krylov, N. V., Jan 1 2016, In : St. Petersburg Mathematical Journal. 27, 3, p. 461-479 19 p.Research output: Contribution to journal › Article

## On singularity as a function of time of a conditional distribution of an exit time

Krylov, N. V., Aug 1 2016, In : Probability Theory and Related Fields. 165, 3-4, p. 541-557 17 p.Research output: Contribution to journal › Article

## Approximating the value functions for stochastic differential games with the ones having bounded second derivatives

Krylov, N. V., Jan 2015, In : Stochastic Processes and their Applications. 125, 1, p. 254-271 18 p.Research output: Contribution to journal › Article

## Hypoellipticity for filtering problems of partially observable diffusion processes

Krylov, N. V., Apr 1 2015, In : Probability Theory and Related Fields. 161, 3-4, p. 687-718 32 p.Research output: Contribution to journal › Article

## On parabolic equations in one space dimension

Krylov, N. V., Mar 17 2015, In : Communications in Partial Differential Equations. 41, 4, p. 644-664 21 p.Research output: Contribution to journal › Article

## On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains

Krylov, N. V., Aug 3 2015, In : Communications in Partial Differential Equations. 40, 8, p. 1393-1407 15 p.Research output: Contribution to journal › Article

## On the solvability of degenerate stochastic partial differential equations in sobolev spaces

Gerencsér, M., Gyöngy, I. & Krylov, N., 2015, In : Stochastics and Partial Differential Equations: Analysis and Computations. 3, 1, p. 52-83 32 p.Research output: Contribution to journal › Article

## Hörmander's theorem for parabolic equations with coefficients measurable in the time variable

Krylov, N. V., Mar 28 2014, In : SIAM Journal on Mathematical Analysis. 46, 1, p. 854-870 17 p.Research output: Contribution to journal › Article

## On C^{1+α} regularity of solutions of Isaacs parabolic equations with VMO coefficients

Krylov, N. V., Feb 5 2014, In : Nonlinear Differential Equations and Applications. 21, 1, p. 63-85 23 p.Research output: Contribution to journal › Article

## On regularity properties and approximations of value functions for stochastic differential games in domains

Krylov, N. V., Sep 2014, In : Annals of Probability. 42, 5, p. 2161-2196 36 p.Research output: Contribution to journal › Article

## On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations

Krylov, N. V., Apr 1 2014, In : Probability Theory and Related Fields. 158, 3-4, p. 751-783 33 p.Research output: Contribution to journal › Article

## On the independence of the value function for stochastic differential games of the probability space

Krylov, N. V., Dec 2014, In : Stochastic Processes and their Applications. 124, 12, p. 4224-4243 20 p.Research output: Contribution to journal › Article

## On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations

Krylov, N. V., Jun 2014, In : Applied Mathematics and Optimization. 69, 3, p. 431-458 28 p.Research output: Contribution to journal › Article

## To the theory of viscosity solutions for uniformly elliptic Isaacs equations

Krylov, N. V., Dec 1 2014, In : Journal of Functional Analysis. 267, 11, p. 4321-4340 20 p.Research output: Contribution to journal › Article

## An ersatz existence theorem for fully nonlinear parabolic equations without convexity assumptions

Krylov, N. V., 2013, In : SIAM Journal on Mathematical Analysis. 45, 6, p. 3331-3359 29 p.Research output: Contribution to journal › Article

## A relatively short proof of itô’s formula for spdes and its applications

Krylov, N. V., Jan 1 2013, In : Stochastics and Partial Differential Equations: Analysis and Computations. 1, 1, p. 152-174 23 p.Research output: Contribution to journal › Article

## Interior Estimates for second-order differences of solutions Of finite-difference elliptic Bellman'S equations

Krylov, N. V., May 30 2013, In : Mathematics of Computation. 82, 283, p. 1463-1487 25 p.Research output: Contribution to journal › Article

## On fully nonlinear elliptic and parabolic equations with VMO coefficients in domains

Dong, H., Krylov, N. V. & Li, X., Jan 1 2013, In : St. Petersburg Mathematical Journal. 24, 1, p. 39-69 31 p.Research output: Contribution to journal › Article

## On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains

Krylov, N. V., Jan 1 2013, In : Stochastic Processes and their Applications. 123, 8, p. 3273-3298 26 p.Research output: Contribution to journal › Article

## On the Existence of Smooth Solutions for Fully Nonlinear Parabolic Equations with Measurable "Coefficients" without Convexity Assumptions

Dong, H. & Krylov, N. V., Jun 1 2013, In : Communications in Partial Differential Equations. 38, 6, p. 1038-1068 31 p.Research output: Contribution to journal › Article

## On the Existence of W_{p}^{2} Solutions for Fully Nonlinear Elliptic Equations Under Relaxed Convexity Assumptions

Krylov, N. V., Apr 1 2013, In : Communications in Partial Differential Equations. 38, 4, p. 687-710 24 p.Research output: Contribution to journal › Article

## Interior estimates for the first-order differences for finite-difference approximations for elliptic bellman's equations

Krylov, N. V., Jun 1 2012, In : Applied Mathematics and Optimization. 65, 3, p. 349-370 22 p.Research output: Contribution to journal › Article

## Some Lp-estimates for elliptic and parabolic operators with measurable coefficients

Krylov, N. V., Dec 13 2012, In : Discrete and Continuous Dynamical Systems - Series B. 17, 6, p. 2073-2090 18 p.Research output: Contribution to journal › Article

## Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space

Gyöngy, I. & Krylov, N., 2011, In : Mathematics of Computation. 80, 275, p. 1431-1458 28 p.Research output: Contribution to journal › Article

## Accelerated numerical schemes for PDEs and SPDEs

Gyöngy, I. & Krylov, N., 2011,*Stochastic Analysis 2010.*Springer Berlin Heidelberg, p. 131-168 38 p.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

## Filtering partially observable diffusions up to the exit time from a domain

Krylov, N. V. & Wang, T., Aug 1 2011, In : Stochastic Processes and their Applications. 121, 8, p. 1785-1815 31 p.Research output: Contribution to journal › Article

## On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications

Krylov, N. V., Aug 1 2011, In : Journal of Mathematical Sciences. 177, 1, p. 1-26 26 p.Research output: Contribution to journal › Article

## On divergence form second-order pdes with growing coefficients in W ^{1} _{p} spaces without weights

Krylov, N. V., Jan 1 2011, *Progress in Nonlinear Differential Equations and Their Application.*Springer US, p. 389-414 26 p. (Progress in Nonlinear Differential Equations and Their Application; vol. 80).

Research output: Chapter in Book/Report/Conference proceeding › Chapter

## On the Itô-Wentzell formula for distribution-valued processes and related topics

Krylov, N. V., Jun 1 2011, In : Probability Theory and Related Fields. 150, 1-2, p. 295-319 25 p.Research output: Contribution to journal › Article

## Accelerated finite difference schemes for linear stochastic partial differential equations in the whole space

Gyöngy, I. & Krylov, N., 2010, In : SIAM Journal on Mathematical Analysis. 42, 5, p. 2275-2296 22 p.Research output: Contribution to journal › Article

## Elliptic and parabolic second-order pdes with growing coefficients

Krylov, N. V. & Priola, E., Jan 1 2010, In : Communications in Partial Differential Equations. 35, 1, p. 1-22 22 p.Research output: Contribution to journal › Article

## Itô's formula for the L _{p}-norm of stochastic w_{p}^{1}-valued processes

Krylov, N. V., Jul 1 2010, In : Probability Theory and Related Fields. 147, 3, p. 583-605 23 p.Research output: Contribution to journal › Article

## Kalman-Bucy filter and spdes with growing lower-order coefficients in W ^{1} _{p} spaces without weights

Krylov, N. V., Dec 1 2010, In : Illinois Journal of Mathematics. 54, 3, p. 1069-1114 46 p.Research output: Contribution to journal › Article