General solutions of the heat equation
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DOI: 10.1016/j.physa.2019.122914
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References listed on IDEAS
- Jondeau, Eric & Rockinger, Michael, 2001. "Gram-Charlier densities," Journal of Economic Dynamics and Control, Elsevier, vol. 25(10), pages 1457-1483, October.
- Choi, ByoungSeon & Kang, Hyuk & Choi, M.Y., 2017. "Emergence of heavy-tailed skew distributions from the heat equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 88-93.
- Choi, ByoungSeon & Roh, JeongHo, 2013. "On the trivariate joint distribution of Brownian motion and its maximum and minimum," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1046-1053.
- Choi, ByoungSeon & Choi, M.Y., 2018. "General solution of the Black–Scholes boundary-value problem," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 546-550.
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Keywords
Heat equation; Diffusion equation; Boundary-value problem; Hermite polynomials;All these keywords.
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