Leonenko N.N., Woyczynski W.A. — Scaling Limits of Solutions of the Heat Equation for Singular Non-Gaussian Data
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Название: Scaling Limits of Solutions of the Heat Equation for Singular Non-Gaussian Data
Авторы: Leonenko N.N., Woyczynski W.A.
Аннотация:
Journal of Statistical Physics. Vol. 91, Nos. 1/2. 1998. p. 423-438.
Limiting distributions of the parabolically rescaled solutions of the heat equation with singular non-Gaussian initial data with long-range dependence are described in terms of their multiple stochastic integral representations.
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