Marina Krim returned home on Thursday with a third child to find her 2-year-old Leo and 6-year-old Lucia dead in the bathtub. Police say the nanny lay injured nearby with apparently self-inflicted stab wounds.

In one entry, Krim says that after dropping her two older children at school she cherished the "3 precious hours with little" Leo.

The nanny, Yoselyn Ortega, was found near a knife with stab wounds to her neck. She was hospitalized in critical condition.

Police Commissioner Raymond Kelly said it was unclear how long the nanny had worked for the family. No charges have been filed.

The children's father, CNBC digital media executive Kevin Krim, who had been away on a business trip, was met by police at the airport on his return and was given an escort to the hospital where his loved ones had gathered.

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