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Non-Gaussian scenarios for the heat equation with singular initial conditions

Non-Gaussian limiting distributions of the rescaling solutions of the heat equation for non-Gaussian initial data with long-range dependence are discribed in terms of their multiple stochastic integral representations.
Year of publication:
1999
Authors: Anh, V. V. ; Leonenko, N. N.
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 84.1999, 1, p. 91-114
Publisher: Elsevier
Keywords: Heat equation Scaling limit Non-Gaussian initial condition Long-range dependence Chebyshev-Hermite expansions Laguerre expansions Non-Gaussian distributions
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008875329
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