A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space. - Nicolai V. Krylov; Sergey V. Lototsky (SIAM J. Math. Anal., 1999)

The Heat Equation in Lq((0, T), Lp)-Spaces with Weights. - Nicolai V. Krylov (SIAM J. Math. Anal., 2001)

Brownian Trajectory Is a Regular Lateral Boundary for the Heat Equation. - Nicolai V. Krylov (SIAM J. Math. Anal., 2003)

On The Sobolev Space Theory of Parabolic and Elliptic Equations in C1 Domains. - Kyeong-Hun Kim; Nicolai V. Krylov (SIAM J. Math. Anal., 2004)

An Accelerated Splitting-up Method for Parabolic Equations. - István Gyöngy; Nicolai V. Krylov (SIAM J. Math. Anal., 2005)

A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators. - Nicolai V. Krylov (Math. Comput., 2007)

Elliptic Differential Equations with Coefficients Measurable with Respect to One Variable and VMO with Respect to the Others. - Doyoon Kim; Nicolai V. Krylov (SIAM J. Math. Anal., 2007)

First derivatives estimates for finite-difference schemes. - István Gyöngy; Nicolai V. Krylov (Math. Comput., 2009)

On Divergence Form SPDEs with VMO Coefficients. - Nicolai V. Krylov (SIAM J. Math. Anal., 2009)

Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space. - István Gyöngy; Nicolai V. Krylov (SIAM J. Math. Anal., 2010)

On Divergence form SPDEs with Growing Coefficients in W12 Spaces Without Weights. - Nicolai V. Krylov (SIAM J. Math. Anal., 2010)

Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space. - István Gyöngy; Nicolai V. Krylov (Math. Comput., 2011)

Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman's equations. - Nicolai V. Krylov (Math. Comput., 2013)

An Ersatz Existence Theorem for Fully Nonlinear Parabolic Equations without Convexity Assumptions. - Nicolai V. Krylov (SIAM J. Math. Anal., 2013)

Hörmander's Theorem for Parabolic Equations with Coefficients Measurable in the Time Variable. - Nicolai V. Krylov (SIAM J. Math. Anal., 2014)