Emergence of heavy-tailed skew distributions from the heat equation
type: Item
instance of: scholarly article
title: Emergence of heavy-tailed skew distributions from the heat equation
zbMATH Open document ID: 1400.60016
author: Hyuk Kang
author: M. Y. Choi
author: ByoungSeon Choi
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 6978929
zbMATH Keywords: heat equation
zbMATH Keywords: skew distribution
zbMATH Keywords: heavy-tailed distribution
zbMATH Keywords: hetero-mixture distribution
MaRDI profile type: Publication
full work available at URL: j.physa.2016.11.095
OpenAlex ID: W2560825890
cites work: Q4399897
cites work: Financial modeling under non-Gaussian distributions.
cites work: General method to solve the heat equation
cites work: Q5528194
cites work: Q3331506
DOI: 10.1016/J.PHYSA.2016.11.095
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description: scientific article; zbMATH DE number 6978929