Poisson stochastic process and basic Schauder and Sobolev estimates in   the theory of parabolic equations
  We show among other things how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations with coefficients depending only on time variable with the {\em same\/} constants as in the case of the one-dimensional heat equation. The method is based on using the Poisson stochastic process. It looks like no other method is available at this time and it is a very challenging problem to find a purely analytic approach to proving such results. 
N.V. Krylov and E. Priola
math.AP