4. Mathematics
  5. Probability

Nicolai Krylov

Mathematics – Probability

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A simple proof of a result of A. Novikov

Mathematics – Probability
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Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space

Mathematics – Analysis of PDEs
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Accelerated finite difference schemes for stochastic partial differential equations in the whole space

Mathematics – Probability
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An accelerated splitting-up method for parabolic equations

Mathematics – Analysis of PDEs
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First derivatives estimates for finite-difference schemes

Mathematics – Numerical Analysis
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