General solutions of the heat equation

DOI10.1016/j.physa.2019.122914OpenAlexW2978412093WikidataQ127216302 ScholiaQ127216302MaRDI QIDQ2164817

Hyuk Kang, Chansoo Kim, Byoung-Seon Choi, Moo Young Choi

Publication date: 17 August 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2019.122914

zbMATH Keywords

heat equationdiffusion equationboundary-value problemHermite polynomials

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Emergence of heavy-tailed skew distributions from the heat equation
• On the trivariate joint distribution of Brownian motion and its maximum and minimum
• General solution of the Black-Scholes boundary-value problem
• A Guide to First-Passage Processes
• Elements of Information Theory
• Regions of positive and unimodal series expansion of the Edgeworth and Gram-Charlier approximations
• The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal
• Gram-Charlier densities.
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