Title of article
Kolmogorov problem for the heat equation and its probabilistic counterpart Original Research Article
Author/Authors
Ugur G. Abdulla، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
13
From page
712
To page
724
Abstract
This paper analyses a pontwise limit of solutions to the first boundary value problem for the heat (or diffusion) equation in a sequence of unboundedly expanded domains of RN+1RN+1. The result implies asymptotic probability law for the standard NN-dimensional Brownian motion.
Keywords
Heat equation , Kolmogorov problem , Kolmogorov-Petrovsky test , N-dimensional Brownian motion
Journal title
Nonlinear Analysis Theory, Methods & Applications
Serial Year
2005
Journal title
Nonlinear Analysis Theory, Methods & Applications
Record number
859073
Link To Document