It has been proposed a long time ago that t-distribution is a good candidate for describibg heavy tails of stock markets distributions [1]. Student's distribution arises in estimating the parameters of a normally distributed data when the sample size is small. Formally it can be written in the form similar to the Gaussian distribution, in which -however - a binomial expression instead of exponential function appears. Similar binomial form has the Zeldovich-Kompaneets solution of a subdiffusion problem [2]. These two distribution will be compared.

[1]. P. D. Praetz, The distribution of share prices, J. Business 45, 49-55 (1972)

[2]. R. Wojnar, Subdiffusion with external time modulation, Acta Phys. Polon. A 114, 607-611 (2008) 

1. POSTER: Student's t-distribution versus Zeldovich-Kompaneets solution of diffusion problem, PDF document, version 1.5, 0.9MB

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