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

DOI10.1007/S00440-003-0301-3zbMATH Open1048.60031OpenAlexW1990438451MaRDI QIDQ1434293FDOQ1434293

Authors: N. V. Krylov 

Publication date: 7 July 2004

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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

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zbMATH Keywords

Brownian motionstochastic partial differential equationsquare root law

Mathematics Subject Classification ID

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

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