Fri Mar 21 17:12:03 2014 UTClccn-n780565760.29Regularity of invariant measures : the case of non-constant diffusion part /0.830.97Upravli︠a︡emye prot︠s︡essy diffuzionnogo tipa /56740542Nicolai_V._Krylovn 78056576192324Krylov, N.Krylov, N.V.Krylov, N. V. 1941-Krylov, Nicolai 1941-Krylov, Nicolai V.Krylov, Nicolai V. 1941-Krylov, NikolaiKrylov, Nikolaĭ Vladimirovich.Krylov, Nikolaĭ Vladimirovich 1941-Krylov, Nikolaj VladimirovičKrylov, Nikolaj Vladimirovič 1941- Vollstaendiger Namelccn-n84182139Röckner, Michael1956-lccn-n85202489Zabczyk, Jerzylccn-n83045520Da Prato, Giuseppeedtlccn-n80036773Centro internazionale matematico estivolccn-n50017593Balakrishnan, A. V.edtlccn-n85093494Fristedt, Bert1937-lccn-n81047273Shiri︠a︡ev, Alʹbert Nikolaevichlccn-n2007044825Jain, N.(Naresh)1937-lccn-nb2010021129Novikov, A. A.mathematicianlccn-n85117662Lipt︠s︡er, R. Sh(Robert Shevilevich)Krylov, N. V.(Nikolaĭ Vladimirovich)Conference proceedingsDiffusion processesDifferential equations, EllipticDifferential equations, ParabolicStochastic processesStochastic partial differential equationsGaussian processesControl theoryDifferential equations, HyperbolicDifferential equations, NonlinearGeneralized spacesSobolev spacesMarkov processesPrediction theoryFilters (Mathematics)Mathematical statisticsStochastic control theoryDifferential equations, PartialDistribution (Probability theory)MathematicsElliptic operatorsHarmonic functionsDifferential equations, Nonlinear--Numerical solutionsStochastic analysis1941197119721977197919801984198519871992199319941995199619971998199920022004200720082009262031123519.233QA377ocn07530917640322ocn005777367book19790.79Krylov, N. VControlled diffusion processes+-+986452590837814ocn042690047book19990.84Krylov, N. VStochastic 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, 1998Kolmogorov 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 finite-dimensional equations, giving existence, uniqueness and regularity results. M. Rckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LP-analysis 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+-+009011590834014ocn031289481book19940.84Krylov, N. VIntroduction to the theory of diffusion processes2505ocn017007460book19870.84Krylov, N. VNonlinear elliptic and parabolic equations of the second order+-+24377227542427ocn034618056book19960.86Krylov, N. VLectures on elliptic and parabolic equations in Hölder spaces2346ocn048851318book20020.86Krylov, N. VIntroduction to the theory of random processes+-+30347367352257ocn222250824book20080.86Krylov, N. VLectures on elliptic and parabolic equations in Sobolev spaces"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 boundary-value problem for elliptic equations and the Cauchy problem for parabolic equations. In addition, other boundary-value problems such as the Neumann or oblique derivative problems are briefly covered. As is natural for a textbook, the main emphasis is on organizing well-known ideas in a self-contained 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+-+69319367352127ocn012022377book19840.86Steklov SeminarStatistics and control of stochastic processesConference proceedings1855ocn145944828book20070.81Fristedt, BertFiltering and prediction : a primer+-+3888936735264ocn005728758book19770.97Krylov, N. VUpravli︠a︡emye prot︠s︡essy diffuzionnogo tipa253ocn013498988book19850.97Krylov, N. VNelineĭnye ėllipticheskie i parabolicheskie uravnenii︠a︡ vtorogo pori︠a︡dka192ocn025502510book19710.47Krylov, N. VGéométrie descriptive132ocn061351739book20040.93Krylov, N. VProbablistic methods of investigating interior smoothness of harmonic functions associated with degenerate elliptic operators+-+3596791233111ocn232347084book20070.92Filtering and prediction : a primar+-+3888936735101ocn264364026book19990.47Stochastic PDE's and Kolmogorov equations in infinite dimensions : held in Cetraro, Italy, August 24 - September 1, 1998+-+009011590883ocn246195334book19770.47Krylov, N. VUpravljaemye processy diffuzionnogo tipa71ocn076108556book19990.47Bogachev, V. IOn regularity of transition probabilities and invariant measures of singular diffusions under minimal conditions63ocn832418650book19950.29Bogachev, V. IRegularity of invariant measures : the case of non-constant diffusion part61ocn076106070book19990.47Krylov, N. VSome properties of traces for stochastic and deterministic parabolic weighted Soboloev spaces42ocn060821093book19980.97Krylov, N. VLek︠t︡sii po ėlliptickeskim i parabolicheskim uravneni︠i︡am v prostranstvakh G̈ëlʹdera+-+0090115908+-+0090115908Fri Mar 21 16:02:43 EDT 2014batch13128