N. V. Krylov
Lectures on elliptic and parabolic equations in Sobolev spaces
Fokker-Planck-Kolmogorov equations
Introduction to the theory of diffusion processes
Introduction To The Theory Of Random Processes
Lectures on elliptic and parabolic equations in Hölder spaces
Lek͡tsii po ėlliptickeskim i parabolicheskim uravneni͡iam v prostranstvakh G̈ëlʹdera
Nonlinear elliptic and parabolic equations of the second order
Stochastic PDE's and Kolmogorov equations in infinite dimensions
Controlled Diffusion Processes
Controlled diffusion processes
Nauchnai͡a︡ organizat͡s︡ii͡a︡ truda v kholodil'noĭ promyshlennosti
Nelineĭnye ėllipticheskie i parabolicheskie uravnenii͡a︡ vtorogo pori͡a︡dka