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Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains

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Publication:1401588
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DOI10.1007/s00245-002-0745-3zbMath1030.35093OpenAlexW2123515965MaRDI QIDQ1401588

Nicolai V. Krylov

Publication date: 18 August 2003

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-002-0745-3

zbMATH Keywords

singular pointsconditional processes


Mathematics Subject Classification ID

Heat equation (35K05) Degenerate elliptic equations (35J70) Applications of stochastic analysis (to PDEs, etc.) (60H30)


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