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

From MaRDI portal
Publication:1613656


DOI10.1016/S0304-4149(99)00053-8zbMath1001.60071MaRDI QIDQ1613656

Nikolai N. Leonenko, V. V. Ahn

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)


60H15: Stochastic partial differential equations (aspects of stochastic analysis)


Related Items

The time fractional diffusion equation and the advection-dispersion equation, SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA, Spatial Scalings for Randomly Initialized Heat and Burgers Equations with Quadratic Potentials, Burgers' turbulence problem with linear or quadratic external potential, Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations, Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes, Diffusion on multifractals, Construction of non-Gaussian random fields with any given correlation structure, Memory parameter estimation for long range dependent random fields, Asymptotic properties of nonparametric regression for long memory random fields, Harmonic analysis of random fractional diffusion-wave equations., Scaling laws for fractional diffusion-wave equations with singular data, On a class of minimum contrast estimators for fractional stochastic processes and fields, Scaling laws for the multidimensional Burgers equation with quadratic external potential, Spectral properties of Burgers and KPZ turbulence, The space-time fractional diffusion equation with Caputo derivatives, Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions, Vector Random Fields with Second-Order Moments or Second-Order Increments, On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results, Scaling Limits for Some P.D.E. Systems with Random Initial Conditions, Multifractal Products of Stationary Diffusion Processes



Cites Work