Add to ORKGIn this paper we introduce methods based upon Lie symmetry analysis for the construction of explicit fundamental solutions of multidimensional parabolic PDEs. We give applications to the problem of finding transition probability densities for multidimensional diffusions and to representation theory.Lie symmetry groups; fundamental solutions; transition densities; representation theory
A generalisation of the Lie symmetry method is applied to classify a coupled system of reaction-diff...
University of Technology Sydney. Faculty of Science.In this thesis we use Lie symmetry methods and i...
A geometric reformulation of the martingale problem associated with a set of diffusion processes is ...
AbstractIn this paper we introduce new methods based upon integrating Lie symmetries for the constru...
In this paper we introduce new methods based upon integrating Lie symmetries for the construction of...
AbstractIn this paper we present some new applications of Lie symmetry analysis to problems in stoch...
In this paper we present some new applications of Lie symmetry analysis to problems in stochastic ca...
Lie group symmetry methods provide a powerful tool for the analysis of PDEs. Over the last thirty ye...
AbstractThis paper uses Lie symmetry group methods to study PDEs of the form ut=xuxx+f(x)ux. We show...
AbstractWe consider families of linear, parabolic PDEs in n dimensions which possess Lie symmetry gr...
This paper uses Lie symmetry methods to calculate certain expectations for a large class of Itô diff...
We obtain fundamental solutions for PDEs of the form ut = σ xγ ux x + f (x) ux - μ xr u by showing t...
© 2015 AIP Publishing LLC. In this paper, we construct operators on a Lie symmetry group which may b...
This paper relies on a simple test to decide whether or not nontrivial symmetries of a large class o...
Abstract. We consider families of linear, parabolic PDEs in n dimensions which possess Lie symmetry ...
A generalisation of the Lie symmetry method is applied to classify a coupled system of reaction-diff...
University of Technology Sydney. Faculty of Science.In this thesis we use Lie symmetry methods and i...
A geometric reformulation of the martingale problem associated with a set of diffusion processes is ...
AbstractIn this paper we introduce new methods based upon integrating Lie symmetries for the constru...
In this paper we introduce new methods based upon integrating Lie symmetries for the construction of...
AbstractIn this paper we present some new applications of Lie symmetry analysis to problems in stoch...
In this paper we present some new applications of Lie symmetry analysis to problems in stochastic ca...
Lie group symmetry methods provide a powerful tool for the analysis of PDEs. Over the last thirty ye...
AbstractThis paper uses Lie symmetry group methods to study PDEs of the form ut=xuxx+f(x)ux. We show...
AbstractWe consider families of linear, parabolic PDEs in n dimensions which possess Lie symmetry gr...
This paper uses Lie symmetry methods to calculate certain expectations for a large class of Itô diff...
We obtain fundamental solutions for PDEs of the form ut = σ xγ ux x + f (x) ux - μ xr u by showing t...
© 2015 AIP Publishing LLC. In this paper, we construct operators on a Lie symmetry group which may b...
This paper relies on a simple test to decide whether or not nontrivial symmetries of a large class o...
Abstract. We consider families of linear, parabolic PDEs in n dimensions which possess Lie symmetry ...
A generalisation of the Lie symmetry method is applied to classify a coupled system of reaction-diff...
University of Technology Sydney. Faculty of Science.In this thesis we use Lie symmetry methods and i...
A geometric reformulation of the martingale problem associated with a set of diffusion processes is ...