Kolmogorov problem for the heat equation and its probabilistic counterpart

Author:

Abdulla Ugur G.

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference6 articles.

1. First boundary value problem for the diffusion equation. I. Iterated logarithm test for the boundary regularity and solvability;Abdulla;SIAM J. Math. Anal.,2003

2. Multi-dimensional Kolmogorov–Petrovsky test for the boundary regularity and irregularity of solutions to the heat equation;Abdulla;Boundary Value Problems,2005

3. Diffusion Processes and their Sample Paths;Ito,1996

4. N.V. Krylov, A martingale proof of the Khinchin iterated logarithm law for Wiener processes, 25–29, Séminaires de Probabilités XXIX, Lecture Notes in Mathematics, vol. 1613, Springer, Berlin, 1995.

5. Proof of the law of iterated logarithm through diffusion equation;Motoo;Ann. Inst. Statist. Math.,1959

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