1. N. V. Krylov, “On nondegenerate Itô processes with moderated drift”, Теория вероятн. и ее примен., 68:3 (2023), 630–660  mathnet  crossref; Theory Probab. Appl., 68:3 (2023), 510–536  crossref
  2. N. V. Krylov, “On Diffusion Processes with Drift in a Morrey Class Containing $L_{d+2}$”, J Dyn Diff Equat, 35:4 (2023), 2813  crossref
  3. N. V. Krylov, “On diffusion processes with drift in $L_{d}$”, Probab. Theory Relat. Fields, 179:1-2 (2021), 165  crossref
  4. N. V. Krylov, “Weighted Parabolic Aleksandrov Estimates: PDE and Stochastic Versions”, J Math Sci, 244:3 (2020), 419  crossref
  5. Guanting Chen, Alex Shkolnik, Kay Giesecke, 2020 Winter Simulation Conference (WSC), 2020, 277  crossref
  6. Nicolas Champagnat, Pierre-Emmanuel Jabin, “Strong solutions to stochastic differential equations with rough coefficients”, Ann. Probab., 46:3 (2018)  crossref
  7. Alexey Rudenko, “Some properties of the Itô–Wiener expansion of the solution of a stochastic differential equation and local times”, Stochastic Processes and their Applications, 2012  crossref
  8. B. Jourdain, Monte Carlo and Quasi-Monte Carlo Methods 2004, 2006, 197  crossref
  9. N.V. Krylov, R. Liptser, “On diffusion approximation with discontinuous coefficients”, Stochastic Processes and their Applications, 102:2 (2002), 235  crossref
  10. R. Mikulevicius, B. Rozovskii, “Linear Parabolic Stochastic PDE and Wiener Chaos”, SIAM J Math Anal, 29:2 (1998), 452  crossref  mathscinet  zmath  isi
  11. Ping Gao, Seminar on Stochastic Processes, 1992, 1993, 135  crossref
  12. Nigel J. Cutland, “Infinitesimal methods in control theory: Deterministic and stochastic”, Acta Appl Math, 5:2 (1986), 105  crossref  mathscinet  zmath  isi
  13. Н. В. Крылов, “Об оценках максимума решения параболического уравнения и оценках распределения семимартингала”, Матем. сб., 130(172):2(6) (1986), 207–221  mathnet  mathscinet  zmath; N. V. Krylov, “On estimates of the maximum of a solution of a parabolic equation and estimates of the distribution of a semimartingale”, Math. USSR-Sb., 58:1 (1987), 207–221  crossref
  14. Pure and Applied Mathematics, 122, 1986, 107  crossref
  15. Nigel J. Cutland, “Simplified existence for solutions to stochastic differential equations”, Stochastics, 14:4 (1985), 319  crossref
  16. P. L. Lions, “On the Hamilton–Jacobi–Bellman equations”, Acta Appl Math, 1:1 (1983), 17  crossref  mathscinet  zmath  isi
  17. P.-L. Lions, “A remark on Bony maximum principle”, Proc. Amer. Math. Soc., 88:3 (1983), 503  crossref
  18. Edwin Perkins, Lecture Notes in Mathematics, 983, Nonstandard Analysis-Recent Developments, 1983, 162  crossref
  19. M. Yor, Lecture Notes in Mathematics, 876, Ecole d'Eté de Probabilités de Saint-Flour IX-1979, 1981, 239  crossref
  20. А. Ю. Веретенников, “О сильных решениях и явных формулах для решений стохастических интегральных уравнений”, Матем. сб., 111(153):3 (1980), 434–452  mathnet  mathscinet  zmath; A. Yu. Veretennikov, “On strong solutions and explicit formulas for solutions of stochastic integral equations”, Math. USSR-Sb., 39:3 (1981), 387–403  crossref  isi
1
2
Следующая