1. [KO] A.N. Kolmogorov, Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung, Math. Ann., Vol. 104 (1931), 415–458.
2. [KR89] N.V. Krylov, Smoothness of the value function for a controlled diffusion process in a domain, Izvestija Akademii Nauk SSSR, serija matematicheskaja, Vol. 53, No. 1 (1989), 66–96 in Russian; English translation: Russian Acad. Sci. Izv. Math., Vol. 34, No. 1 (1990), 65–96.
3. [KR92] N.V. Krylov, On first quasiderivatives of solutions of Itô’s stochastic equations, Izvestija Akademii Nauk SSSR, serija matematicheskaja, Vol. 56, No. 2 (1992), 398–426 in Russian; English translation: Russian Acad. Sci. Izv. Math., Vol. 40, No. 2 (1992), 377–403.
4. [KR] N.V. Krylov, “Nonlinear elliptic and parabolic equations of second order”, Nauka, Moscow, 1985 in Russian; English translation: Reidel, Dordrecht, 1987.
5. Itogy nauki i tekhniki;N.V. Krylov,1979