Multidimensional Kolmogorov-Petrovsky test for the boundary regularity and irregularity of solutions to the heat equation

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Ugur G Abdulla
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[1] Florida Institute of Technology,Department of Mathematical Sciences
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This paper establishes necessary and sufficient condition for the regularity of a characteristic top boundary point of an arbitrary open subset of[inline-graphic not available: see fulltext] ([inline-graphic not available: see fulltext]) for the diffusion (or heat) equation. The result implies asymptotic probability law for the standard[inline-graphic not available: see fulltext]-dimensional Brownian motion.
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