WorldCat Identities

Krylov, N. V. (Nikolaĭ Vladimirovich)

Overview
Works: 51 works in 158 publications in 4 languages and 2,708 library holdings
Genres: Conference proceedings 
Roles: Author, Editor, Contributor
Classifications: QA377, 519.233
Publication Timeline
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Most widely held works by N. V Krylov
Controlled diffusion processes by N. V Krylov( Book )
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 It-type 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 Lp-estimates 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( Book )
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 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
Introduction to the theory of diffusion processes by N. V Krylov( Book )
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( Book )
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( Book )
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( Book )
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( Book )
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 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
Filtering and prediction : a primer by Bert Fristedt( Book )
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( Book )
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( Book )
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( Book )
3 editions published in 1985 in Russian and held by 25 WorldCat member libraries worldwide
Géométrie descriptive by N. V Krylov( Book )
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( Book )
3 editions published in 2004 in English and held by 15 WorldCat member libraries worldwide
Upravljaemye processy diffuzionnogo tipa by N. V Krylov( Book )
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( Book )
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( Book )
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( Book )
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 self-adjointness of Dirichlet operators on Rn by V. I Bogachev( Book )
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( Book )
2 editions published in 1998 in Russian and held by 4 WorldCat member libraries worldwide
 
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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
Languages
English (103)
Russian (14)
French (1)
German (1)
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