Lie group symmetries as integral transforms of fundamental solutions

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dc.contributor.author Craddock, MJ
dc.contributor.author Lennox, KA
dc.date.accessioned 2009-12-21T02:27:56Z
dc.date.issued 2007-01
dc.identifier.citation Journal Of Differential Equations, 2007, 232 (2), pp. 652 - 674
dc.identifier.issn 0022-0396
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/3401
dc.description.abstract We obtain fundamental solutions for PDEs of the form u(t) = sigma x(gamma)u(xx) + f(x)u(x) - mu x(r)u by showing that if the symmetry group of the PDE is nontrivial, it contains a standard integral transform of the fundamental solution. We show that in this case the problem of finding a fundamental solution can be reduced to inverting a Laplace rtansform or some other classical transform.
dc.publisher Academic Press Inc Elsevier Science
dc.relation.hasversion Accepted manuscript version en_US
dc.relation.isbasedon 10.1016/j.jde.2006.07.011
dc.rights NOTICE: this is the author’s version of a work that was accepted for publication in Journal of Differential Equations. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Differential Equations, [Volume 232, Issue 2, 15 January 2007, Pages 652–674] DOI# http://dx.doi.org/10.1016/j.jde.2006.07.011 en_US
dc.subject Lie symmetry groups, fundamental solutions, transition densities, short rate models, zero coupon bond pricing, General Mathematics
dc.subject Lie symmetry groups, fundamental solutions, transition densities, short rate models, zero coupon bond pricing; General Mathematics
dc.title Lie group symmetries as integral transforms of fundamental solutions
dc.type Journal Article
dc.parent Journal Of Differential Equations
dc.journal.volume 2
dc.journal.volume 232
dc.journal.number 2 en_US
dc.publocation San Diego, USA en_US
dc.identifier.startpage 652 en_US
dc.identifier.endpage 674 en_US
dc.cauo.name SCI.Faculty of Science en_US
dc.conference Verified OK en_US
dc.for 010205 Financial Mathematics
dc.personcode 980626 en_US
dc.personcode 044231 en_US
dc.percentage 100 en_US
dc.classification.name Financial Mathematics en_US
dc.classification.type FOR-08 en_US
dc.description.keywords Lie symmetry groups, fundamental solutions, transition densities, short rate models, zero coupon bond pricing en_US
dc.description.keywords Lie symmetry groups, fundamental solutions, transition densities, short rate models, zero coupon bond pricing
dc.staffid 044231 en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Science
pubs.organisational-group /University of Technology Sydney/Faculty of Science/School of Mathematical Sciences
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance


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