Scaling limits of solutions of the heat equation for singular non-Gaussian data

DOI10.1023/A:1023060625577zbMath0926.60054OpenAlexW29525048MaRDI QIDQ1284902

Wojbor A. Woyczyński, Nikolai N. Leonenko

Publication date: 21 November 1999

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1023060625577

zbMATH Keywords

heat equationscaling limitmultiple stochastic integralsnon-Gaussian initial condition

Mathematics Subject Classification ID

Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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