• Title of article

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

  • Author/Authors

    Anh، نويسنده , , V.V. and Leonenko، نويسنده , , N.N.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    24
  • From page
    91
  • To page
    114
  • Abstract
    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.
  • Keywords
    Chebyshev–Hermite expansions , Non-Gaussian distributions , Laguerre expansions , Non-Gaussian initial condition , long-range dependence , Scaling limit , Heat equation
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1999
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576546

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1576546