2 papers
math.ST2013
A New Distribution-Random Limit Normal Distribution
Xiaolin Gong, Shuzhen Yang
This paper introduces a new distribution to improve tail risk modeling. Based on the classical normal distribution, we define a new distribution by a series of heat equations. Then…
math.NA2013
The Numerical Properties of G-heat equation and Related Application
Xiaolin Gong, Shuzhen Yang
In this paper, we consider the numerical convergence of G-heat equation which was first introduced by Peng. The G-heat equation extends the classical heat equation with uncertain v…