Professor Nicolai V. Krylov Office: 225 Vincent Hall Mailing address: 127 Vincent Hall, University of Minnesota, Minneapolis, MN 55455 Phone: (612) 625-8338 E-mail: krylov@math.umn.edu

Last millennium teaching

Fall 2000 Math 8590

Spring 2001 Math 5654, Filtering and Prediction

Fall 2001 Math 8659, Stochastic processes

Fall 2002 Math 8660, Controlled diffusion processes

Fall 2003 Math 5652, Introduction to stochastic processes

Spring 2004 Math 5654, Prediction and Filtering

Fall 2004 Math 8590, Elliptic equations in L_p spaces

Fall 2005 Math 5651, Basic Theory of Probability and Statistics

Spring 2006 Math 5654, Prediction and Filtering

Fall 2006, Math 8590, Topics in PDEs

Spring 2008 Math 5654, Prediction and Filtering

Spring 2008 Math 8660, Controlled diffusion processes

Fall 2008 Math 8651, Theory of Probability Including Measure Theory

Fall 2009 Math 8659, Stochastic processes

Selected publications:

A proof of the Doob-Meyer decomposition theorem pdf file

A generalization of the Littlewood-Paley inequality and some other results related to stochastic partial differential equations}, Ulam Quarterly, Vol 2, No. 4 (1994) 16--26. ps file

An analytic approach to SPDEs (pp. 185-242 in Stochastic Partial Differential Equations: Six Perspectives, Mathematical Surveys and Monographs, Vol. 64, AMS, Providence, RI, 1999), dvi file, ps file, pdf file

Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies (Electronic Journal of Probability, Vol.4 (1999), paper no. 2, 1-19) ps, dvi, and pdf files

A simple proof of a result of A. Novikov. ps, dvi, and pdf files

An undergraduate lecture on the CLT pdf file

If I write a book (a) with newest Latex2e's (of which there are few around), or (b) with an older version of Latex

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