Kolmogorov problem for the heat equation and its probabilistic counterpart

DOI10.1016/J.NA.2005.03.044zbMath1153.35340OpenAlexW2010462302MaRDI QIDQ999454

Ugur G. Abdulla

Publication date: 4 February 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2005.03.044

zbMATH Keywords

heat equation\(N\)-dimensional Brownian motionKolmogorov problemKolmogorov-Petrovsky test

Mathematics Subject Classification ID

Brownian motion (60J65) Heat equation (35K05)

Related Items (1)

Necessary and sufficient condition for uniqueness of solution to the first boundary value problem for the diffusion equation in unbounded domains

Cites Work

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• Proof of the law of iterated logarithm through diffusion equation
• Multidimensional Kolmogorov-Petrovsky test for the boundary regularity and irregularity of solutions to the heat equation
• Diffusion processes and their sample paths.
• First Boundary Value Problem for the Diffusion Equation I. Iterated Logarithm Test for the Boundary Regularity and Solvability

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