Sergei Kuznetsov

Research Interests:

Probability, Statistics, Partial Differential Equations

Research:

Stochastic processes and their applications to nonlinear partial differential equations.

Select Publications:

• Every Markov process in a Borel space has a transition function, Teoriya Veroyatn. i ee Primen. 25 (1980), 389 - 393.  English translation in Theor. Prob. Appl., 25 (1981).
• Nonhomogeneous Markov processes.  Sovremennye Problemy Matematiki 20 (1982), 37-178, VINITI, Moscow.   English translation in  J.Soviet Math. 25 (1984), 1380 - 1498.
• Superdiffusions and removable boundary  singularities for quasilinear partial differential equations (with E.B. Dynkin) Comm. Pure Appl. Math.  49 (1996), 125-176.
• sigma-moderate solutions of Lu = u^alpha and fine trace on the boundary, C.R. Acad.Sci. Paris (1998), 326  no. 10, 1189-1194.
• Fine topology and fine trace on the boundary associated with a class of semilinear differential equations, (with E.B. Dynkin). Comm. Pure Appl. Math.  51 (1998), 897-936.
• N-measures for branching exit Markov systems and their applications to differential equations, (with E.B. Dynkin)    Probab. Theory Rel. Fields 130 (2004), 135-150.