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