Kolmogorov problem for the heat equation and its probabilistic counterpart (Q999454)

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scientific article; zbMATH DE number 5502599
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Kolmogorov problem for the heat equation and its probabilistic counterpart
scientific article; zbMATH DE number 5502599

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    Kolmogorov problem for the heat equation and its probabilistic counterpart (English)
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    4 February 2009
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    heat equation
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    Kolmogorov problem
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    \(N\)-dimensional Brownian motion
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    Kolmogorov-Petrovsky test
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