Nicolai Vladimirovich Krylov

One of world leading probabilists and analysts. His work had deep and lasting impact on the development of the theory of stochastic processes, stochastic control theory, and the theory of partial differential equations. He solved long standing problems and developed new powerful techniques applicable to nonlinear equations which arise in the theory of optimal control of diffusion processes. Present researh interests involve stochastic partial differential equations arising in filtering problems, populational genetics, and other areas.