Symmetry group methods for fundamental solutions

Mark Craddock and Eckhard Platen ()

Published Paper Series from Finance Discipline Group, UTS Business School, University of Technology, Sydney

Abstract: This paper uses Lie symmetry group methods to study PDEs of the form We show that when the drift function f is a solution of a family of Ricatti equations, then symmetry techniques can be used to find a fundamental solution.

Keywords: Lie symmetry groups; Fundamental solutions; Characteristic solutions; Transition densities (search for similar items in EconPapers)
Pages: 18 pages
Date: 2004-01-01
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Citations: View citations in EconPapers (12)

Published as: Craddock, M. J. and Platen, E., 2004, "Symmetry group methods for fundamental solutions", Journal of Differential Equations, 207(2), 285-302.

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Related works:
Working Paper: Symmetry Group Methods for Fundamental Solutions and Characteristic Functions (2003)
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