Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations

DOI10.2991/jnmp.2008.15.s1.10zbMath1362.35306OpenAlexW2124937033MaRDI QIDQ5346960

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Publication date: 30 May 2017

Published in: Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2991/jnmp.2008.15.s1.10

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Symmetries, invariants, etc. in context of PDEs (35B06) Fokker-Planck equations (35Q84)

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Cites Work

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• New solutions to the bond-pricing equation via Lie's classical method
• Laplace type invariants for parabolic equations
• Fundamental solutions for zero-coupon bond pricing models
• Singular invariant equation for the (1+1) Fokker–Planck equation
• On Mapping Linear Partial Differential Equations to Constant Coefficient Equations
• On the Transformation of Diffusion Processes into the Wiener Process
• Symmetry properties of one- and two-dimensional Fokker-Planck equations
• Symmetry classification and exact solutions of the one-dimensional Fokker-Planck equation with arbitrary coefficients of drift and diffusion
• A Basis of Conservation Laws for Partial Differential Equations

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