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

Stochastic Processes and their Applications

Volumn 84, Issue 1, 1999, Pages 91-114

  Anh, V V ^a   Leonenko, N N ^b  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

Author keywords

60G60; 60H05; 62M15; 62M40; Chebyshev Hermite expansions; Heat equation; Laguerre expansions; Long range dependence; Non Gaussian distributions; Non Gaussian initial condition; Scaling limit

Indexed keywords

EID: 0033229023     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00053-8     Document Type: Article

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