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)

Related Items

Non-Gaussian scenarios for the heat equation with singular initial conditions, Scaling limit solution of a fractional Burgers equation., Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields, Spatial Scalings for Randomly Initialized Heat and Burgers Equations with Quadratic Potentials, Limit theorems for filtered long-range dependent random fields, Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications, Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization, Scaling laws for the multidimensional Burgers equation with quadratic external potential, 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, A weak convergence to Hermite process by martingale differences, Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes, Scaling Limits for Some P.D.E. Systems with Random Initial Conditions, Spectral properties of Burgers and KPZ turbulence, SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA, Analysis of the Rosenblatt process, Approximation of the Rosenblatt process by semimartingales, Scaling laws for fractional diffusion-wave equations with singular data, Multi-scaling limits for relativistic diffusion equations with random initial data, Weak convergence to Rosenblatt sheet