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

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:84

Article

Anh, VV ; Loenenko, NN

关键词: heat equation;    scaling limit;    non-Gaussian initial condition;    long-range dependence;    Chebyshev-Hermite expansions;    Laguerre expansions;    non-Gaussian distributions;   

DOI  :  10.1016/S0304-4149(99)00053-8

来源: Elsevier

【 摘 要 】

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. (C) 1999 Elsevier Science B.V. All rights reserved.

【 授权许可】

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