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Published online by Cambridge University Press: 26 February 2010
In Section 1 of this note we will construct an example of a subset of R × Rn such that the parabolic capacity with respect to the heat equation is zero although its orthogonal projection onto {0} × Rn is the whole space. Such examples were already given by R. Kaufman and J.-M. Wu in [5] and [6]. However, our probabilistic approach seems to be more transparent since it does not depend on explicit formulas for Green functions.