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

DOI10.1023/A:1023060625577zbMATH Open0926.60054OpenAlexW29525048MaRDI QIDQ1284902FDOQ1284902

Authors: Nikolai N. Leonenko, Wojbor A. Woyczyński 

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

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zbMATH Keywords

heat equationmultiple stochastic integralsscaling limitnon-Gaussian initial condition

Mathematics Subject Classification ID

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

Cited In (21)

• Weak convergence to Rosenblatt sheet
• Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
• Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data
• Scaling limits of solutions of linear evolution equations with random initial conditions
• Spatial scalings for randomly initialized heat and Burgers equations with quadratic potentials
• Multi-scaling limits for relativistic diffusion equations with random initial data
• Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
• Non-Gaussian scenarios for the heat equation with singular initial conditions
• Scaling limit solution of a fractional Burgers equation.
• Scaling limits for some P.D.E. Systems with random initial conditions
• Analysis of the rosenblatt process
• Spectral properties of Burgers and KPZ turbulence
• Macroscaling limit theorems for filtered spatiotemporal random fields
• A weak convergence to Hermite process by martingale differences
• SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA
• Scaling laws for fractional diffusion-wave equations with singular data
• Title not available (Why is that?)
• Scaling laws for the multidimensional Burgers equation with quadratic external potential
• Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization
• Approximation of the Rosenblatt process by semimartingales
• Limit theorems for filtered long-range dependent random fields

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