On more square root law for Brownian motion and its application to SPDEs

DOI10.1007/s00440-003-0301-3zbMath1048.60031OpenAlexW1990438451MaRDI QIDQ1434293

Nicolai V. Krylov

Publication date: 7 July 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0301-3

zbMATH Keywords

Brownian motionstochastic partial differential equationsquare root law

Mathematics Subject Classification ID

Heat equation (35K05) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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