Brownian Trajectory Is a Regular Lateral Boundary for the Heat Equation

DOI10.1137/S0036141002402980zbMath1028.60039OpenAlexW1964422271MaRDI QIDQ4429858

Nicolai V. Krylov

Publication date: 30 September 2003

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036141002402980

zbMATH Keywords

stochastic partial differential equationfine properties of Brownian motionheat equation in irregular cylinders

Mathematics Subject Classification ID

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

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