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 ...

We study the inhomogeneous infinity Laplace equation and prove that for bounded and continuous inhomogeneities, any blow-up is linear but not necessarily unique. If, in addition, the inhomogeneity is ...

There are in fact two separate assumptions: “infinitely big” and “infinitely small.” By infinitely big, I mean that space can have infinite volume, that time can continue forever, and that there can ...