The calculation of expectations for classes of diffusion processes by Lie symmetry methods (Q1009482): Difference between revisions

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+Symmetries and differential equations
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+Symmetry group methods for heat kernels
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+Lie group symmetries as integral transforms of fundamental solutions
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+Symmetry group methods for fundamental solutions
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+A survey and some generalizations of Bessel processes
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+On the transition densities for reflected diffusions
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