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

DOI10.1007/S00440-003-0301-3MaRDI QIDQ1434293zbMATH OpenOpenAlexFDO

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

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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