Krylov, N. V. (Nikolaĭ Vladimirovich)Overview
Most widely held works by
N. V Krylov
Controlled diffusion processes
by N. V Krylov
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Book
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23 editions published between 1979 and 2009 in English and held by 425 WorldCat member libraries worldwide This book deals with the optimal control of solutions of fully observable Ittype stochastic differential equations. The validity of the Bellman differential equation for payoff functions is proved and rules for optimal control strategies are developed. Topics include optimal stopping; one dimensional controlled diffusion; the Lpestimates of stochastic integral distributions; the existence theorem for stochastic equations; the It formula for functions; and the Bellman principle, equation, and normalized equation
Stochastic PDE's and Kolmogorov equations in infinite dimensions : lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, August 24 September 1, 1998
by N. V Krylov
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Book
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13 editions published in 1999 in English and held by 380 WorldCat member libraries worldwide Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance. These equations can be studied both by probabilistic and by analytic methods, using such tools as Gaussian measures, Dirichlet Forms, and stochastic calculus. The following courses have been delivered: N.V. Krylov presented Kolmogorov equations coming from finitedimensional equations, giving existence, uniqueness and regularity results. M. Rckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LPanalysis of the corresponding diffusion operators with respect to suitably chosen measures. J. Zabczyk started from classical results of L. Gross, on the heat equation in infinite dimension, and discussed some recent results
Introduction to the theory of diffusion processes
by N. V Krylov
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Book
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14 editions published between 1994 and 1999 in English and Russian and held by 343 WorldCat member libraries worldwide
Nonlinear elliptic and parabolic equations of the second order
by N. V Krylov
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Book
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6 editions published between 1987 and 1992 in English and held by 250 WorldCat member libraries worldwide
Lectures on elliptic and parabolic equations in Hölder spaces
by N. V Krylov
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Book
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8 editions published between 1996 and 1997 in English and held by 245 WorldCat member libraries worldwide
Introduction to the theory of random processes
by N. V Krylov
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Book
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8 editions published in 2002 in English and held by 239 WorldCat member libraries worldwide
Lectures on elliptic and parabolic equations in Sobolev spaces
by N. V Krylov
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Book
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7 editions published in 2008 in English and held by 230 WorldCat member libraries worldwide "This book concentrates on the basic facts and ideas of the modern theory of linear elliptic and parabolic equations in Sobolev spaces." "The main areas covered in this book are the first boundaryvalue problem for elliptic equations and the Cauchy problem for parabolic equations. In addition, other boundaryvalue problems such as the Neumann or oblique derivative problems are briefly covered. As is natural for a textbook, the main emphasis is on organizing wellknown ideas in a selfcontained exposition. Among the topics included that are not usually covered in a textbook are a relatively recent development concerning equations with VMO coefficients and the study of parabolic equations with coefficients measurable only with respect to the time variable. There are numerous exercises which help the reader better understand the material." "After going through the book, the reader will have a good understanding of results available in the modern theory of partial differential equations and the technique used to obtain them. Prerequisites are basics of measure theory, the theory of L[subscript p] spaces, and the Fourier transform."BOOK JACKET
Filtering and prediction : a primer
by Bert Fristedt
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Book
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9 editions published between 2007 and 2008 in English and held by 216 WorldCat member libraries worldwide
Statistics and control of stochastic processes
by Steklov Seminar
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Book
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8 editions published between 1984 and 1985 in English and German and held by 206 WorldCat member libraries worldwide
Upravli︠a︡emye prot︠s︡essy diffuzionnogo tipa
by N. V Krylov
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Book
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5 editions published in 1977 in Russian and held by 27 WorldCat member libraries worldwide
Nelineĭnye ėllipticheskie i parabolicheskie uravnenii︠a︡ vtorogo pori︠a︡dka
by N. V Krylov
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Book
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3 editions published in 1985 in Russian and held by 25 WorldCat member libraries worldwide
Géométrie descriptive
by N. V Krylov
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Book
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1 edition published in 1971 in French and held by 19 WorldCat member libraries worldwide
Probablistic methods of investigating interior smoothness of harmonic functions associated with degenerate elliptic operators
by N. V Krylov
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Book
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3 editions published in 2004 in English and held by 15 WorldCat member libraries worldwide
Upravljaemye processy diffuzionnogo tipa
by N. V Krylov
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Book
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3 editions published in 1977 in Russian and held by 8 WorldCat member libraries worldwide
Some properties of traces for stochastic and deterministic parabolic weighted Soboloev spaces
by N. V Krylov
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Book
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2 editions published in 1999 in English and held by 7 WorldCat member libraries worldwide
On regularity of transition probabilities and invariant measures of singular diffusions under minimal conditions
by V. I Bogachev
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Book
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1 edition published in 1999 in English and held by 7 WorldCat member libraries worldwide
Nelinejnye ėlliptičeskie i paraboličeskie uravnenija vtorogo porjadka
by N. V Krylov
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Book
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1 edition published in 1985 in Undetermined and held by 6 WorldCat member libraries worldwide
Stochastic PDE's and Kolmogorov equations in infinite dimensions : held in Cetraro, Italy, August 24  September 1, 1998
(
Book
)
1 edition published in 1999 in English and held by 5 WorldCat member libraries worldwide
Elliptiv regularity and essential selfadjointness of Dirichlet operators on Rn
by V. I Bogachev
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Book
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2 editions published in 1996 in English and held by 4 WorldCat member libraries worldwide
Lek︠t︡sii po ėlliptickeskim i parabolicheskim uravneni︠i︡am v prostranstvakh G̈ëlʹdera
by N. V Krylov
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Book
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2 editions published in 1998 in Russian and held by 4 WorldCat member libraries worldwide more
fewer
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Related Identities
Associated Subjects
Control theory Differential equations, Elliptic Differential equations, Hyperbolic Differential equations, Nonlinear Differential equations, NonlinearNumerical solutions Differential equations, Parabolic Differential equations, Partial Diffusion processes Distribution (Probability theory) Elliptic operators Filters (Mathematics) Gaussian processes Generalized spaces Harmonic functions Markov processes Mathematical statistics Mathematics Prediction theory Sobolev spaces Stochastic analysis Stochastic control theory Stochastic partial differential equations Stochastic processes

Alternative Names
Krilov , Nicolai V.
Krilov , Nikolãi Vladimirovič
Kryloff , N.
Krylov, N.
Krylov, N.V.
Krylov, N. V. 1941
Krylov, Nicolai 1941
Krylov, Nicolai V.
Krylov, Nicolai V. 1941
Krylov, Nikolai
Krylov, Nikolaĭ Vladimirovich
Krylov, Nikolaĭ Vladimirovich 1941
Krylov , Nikolaj Vladimirovic
Krylov, Nikolaj Vladimirovič 1941
Krylov , Nikolaj Vladimirovich
Krylow , N. W.
Крылов, Николай Владимирович
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