Removability of the Fundamental Singularity for the Heat Equation and its Consequences. I. Kolmogorov-Petrovsky-type test

Abstract

We prove the necessary and sufficient condition for the removability of the fundamental singularity, and equivalently for the unique solvability of the singular Dirichlet problem for the heat equation. In the measure-theoretical context the criterion determines whether the $h$-parabolic measure of the singularity point is null or positive. From the probabilistic point of view, the criterion presents an asymptotic law for conditional Brownian motion.