The Annals of Probability, Vol. 34, No. 2 (Mar., 2006), pp. 663-727 (65 pages) We develop a new method to uniquely solve a large class of heat equations, so-called Kolmogorov equations in infinitely ...
Taiwanese Journal of Mathematics, Vol. 18, No. 4 (August 2014), pp. 1063-1069 (7 pages) Abstract In this paper, we prove that the transcendental entire solution of complex linear differential equation ...