Emergence of heavy-tailed skew distributions from the heat equation

DOI10.1016/J.PHYSA.2016.11.095zbMath1400.60016OpenAlexW2560825890MaRDI QIDQ1620425

Moo Young Choi, Hyuk Kang, Byoung-Seon Choi

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.11.095

zbMATH Keywords

heat equationheavy-tailed distributionskew distributionhetero-mixture distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (3)

Deriving general solutions of the heat-transfer and the Fokker-Planck boundary-value problems through modified separation methods ⋮ General solution of the Black-Scholes boundary-value problem ⋮ General solutions of the heat equation

Cites Work

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• Financial modeling under non-Gaussian distributions.
• General method to solve the heat equation

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