Autor: N. V. Krylov

Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. ~urin~ that period an extensive literature a …

These lectures concentrate on fundamentals of the modern theory of linear elliptic and parabolic equations in Hoelder spaces. Krylov shows that this theory-including some issues of the theory of nonl …

This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stoc …

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 …

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 dime …

Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), w …

This book concentrates on first boundary-value problems for fully nonlinear second-order uniformly elliptic and parabolic equations with discontinuous coefficients. We look for solutions in Sobolev c …