N. V. Krylov
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Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations (Mathematical Surveys and Monographs) (Mathematical Surveys and Monographs, 233)
Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)
Nonlinear Elliptic and Parabolic Equations of the Second Order (Mathematics and its Applications)
Controlled Diffusion Processes
Lectures on Elliptic and Parabolic Equations in Sobolev Spaces (Graduate Studies in Mathematics) (Graduate Studies in Mathematics, 96)
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