Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions
type: Item
instance of: scholarly article
title: Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions
zbMATH Open document ID: 1242.35008
author: Mark Craddock
author: Kelly A. Lennox
published in: Journal of Differential Equations
publication date: 2011-12-06T00:00:00Z
Mathematics Subject Classification ID: 35A08
Mathematics Subject Classification ID: 35B06
Mathematics Subject Classification ID: 35K10
zbMATH DE Number: 5986504
zbMATH Keywords: transition densities
zbMATH Keywords: Fourier transforms
zbMATH Keywords: representation theory
MaRDI profile type: Publication
full work available at URL: j.jde.2011.09.024
OpenAlex ID: W2087880544
cites work: Spectral asymptotics for Sturm-Liouville equations with indefinite weight
cites work: Symmetries and differential equations
cites work: Symmetry groups of partial differential equations, separation of variables, and direct integral theory
cites work: The symmetry groups of linear partial differential equations and representation theory. I
cites work: Fundamental solutions, transition densities and the integration of Lie symmetries
cites work: On the equivalence of Lie symmetries and group representations
cites work: Lie group symmetries as integral transforms of fundamental solutions
cites work: The calculation of expectations for classes of diffusion processes by Lie symmetry methods
cites work: Q5831457
cites work: Symmetries of the Fokker-Planck equation with a constant diffusion matrix in 2 + 1 dimensions
cites work: Q5520962
cites work: Fundamental solutions to Kolmogorov equations via reduction to canonical form
cites work: Q4515165
cites work: Q4003892
cites work: Q5708030
cites work: Q5286659
cites work: Q4002114
cites work: CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS
cites work: Sturm and Liouville's work on ordinary linear differential equations. The emergence of Sturm-Liouville theory
cites work: Q3579593
cites work: An introduction to partial differential equations
cites work: Q4789143
cites work: Q3292995
cites work: Q5528072
cites work: Q5332437
cites work: Q5571178
DOI: 10.1016/J.JDE.2011.09.024
describes a project that uses: Digital Library of Mathematical Functions
description: scientific article; zbMATH DE number 5986504