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 ...

This is a preview. Log in through your library . Abstract In this paper, the abstract Fatou-Naim-Doob theorem is used to investigate the boundary behavior of positive solutions of the heat equation on ...