Nicolai V Krylov

1964 …2020

Research output per year

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2020

Linear and fully nonlinear elliptic equations with Ld -drift

Krylov, N. V., 2020, (Accepted/In press) In : Communications in Partial Differential Equations.

Research output: Contribution to journalArticle

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 journalArticle

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 journalArticle

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 journalArticle

2019

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 journalArticle

1 Scopus citations

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 journalArticle

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 journalArticle

3 Scopus citations

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 journalArticle

Open Access
2018

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 journalArticle

1 Scopus citations

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 journalArticle

Open Access
2017

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 journalArticle

1 Scopus citations
2 Scopus citations

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 journalArticle

1 Scopus citations
2016

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 journalArticle

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 journalArticle

2015
1 Scopus citations

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 journalArticle

2 Scopus citations

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 journalArticle

3 Scopus citations
6 Scopus citations
13 Scopus citations
2014
5 Scopus citations
6 Scopus citations

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 journalArticle

3 Scopus citations
10 Scopus citations
1 Scopus citations
5 Scopus citations

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 journalArticle

3 Scopus citations
2013
2 Scopus citations
Open Access
18 Scopus citations

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 journalArticle

1 Scopus citations

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 journalArticle

8 Scopus citations
7 Scopus citations
3 Scopus citations
15 Scopus citations
2012
2 Scopus citations
10 Scopus citations
2011

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 journalArticle

7 Scopus citations

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 journalArticle

3 Scopus citations
7 Scopus citations

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 journalArticle

36 Scopus citations
2010

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 journalArticle

21 Scopus citations

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 journalArticle

28 Scopus citations

Itô's formula for the L p-norm of stochastic wp1-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 journalArticle

31 Scopus citations

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 journalArticle

On divergence form SPDEs with growing coefficients in W1 2 spaces without weights

Krylov, N. V., May 14 2010, In : SIAM Journal on Mathematical Analysis. 42, 2, p. 609-633 25 p.

Research output: Contribution to journalArticle

2 Scopus citations

Second-order elliptic and parabolic equations with B(ℝ2, VMO) coefficients

Dong, H. & Krylov, N. V., Dec 1 2010, In : Transactions of the American Mathematical Society. 362, 12, p. 6477-6494 18 p.

Research output: Contribution to journalArticle

16 Scopus citations
2009

Elliptic and parabolic equations for measures

Bogachev, V. I., Krylov, N. V. & Röckner, M., Dec 1 2009, In : Russian Mathematical Surveys. 64, 6, p. 973-1078 106 p.

Research output: Contribution to journalArticle

50 Scopus citations