1 - Fokker-Planck-Kolmogorov equations |
2 - Introduction to the theory of random processes |
3 - Controlled diffusion processes |
4 - Lectures on Elliptic and Parabolic Equations in Hölder Spaces |
5 - Lectures on elliptic and parabolic equations in Sobolev spaces |
6 - Sobolev and viscosity solutions for fully nonlinear elliptic and parabolic equations |
7 - Statistics and control of stochastic processes : Steklov seminar, 1984 |
8 - Stochastic PDE's and Kolmogorov equations in infinite dimensions |