Mark Craddock

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Novel exact solutions for PDEs with mixed boundary conditions	2023-11-20	Paper
Lie symmetry methods for local volatility models Stochastic Processes and their Applications	2020-04-29	Paper
New classes of non-convolution integral equations arising from Lie symmetry analysis of hyperbolic pdes Journal of Differential Equations	2017-09-28	Paper
Fundamental solutions for the two dimensional affine group and \(\mathbb{H}^{n + 1}\) Journal of Mathematical Analysis and Applications	2016-10-10	Paper
Fourier type transforms on Lie symmetry groups Journal of Mathematical Physics	2015-10-13	Paper
Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions Journal of Differential Equations	2011-12-06	Paper
Fundamental solutions, transition densities and the integration of Lie symmetries Journal of Differential Equations	2009-04-08	Paper
The calculation of expectations for classes of diffusion processes by Lie symmetry methods The Annals of Applied Probability	2009-04-02	Paper
Lie group symmetries as integral transforms of fundamental solutions Journal of Differential Equations	2007-01-26	Paper
Symmetry group methods for fundamental solutions Journal of Differential Equations	2005-02-23	Paper
An implementation of Bouchouev's method for a short time calibration of option pricing models Computational Economics	2003-12-18	Paper
Symmetry groups of linear partial differential equations and representation theory: The Laplace and axially symmetric wave equation Journal of Differential Equations	2001-05-31	Paper
Hydro-electric unit commitment subject to uncertain demand European Journal of Operational Research	2000-09-14	Paper
The symmetry groups of linear partial differential equations and representation theory. I Journal of Differential Equations	1996-09-11	Paper
An adaptive discretization algorithm for a class of continuous network programs Networks	1995-01-01	Paper
Symmetry groups of partial differential equations, separation of variables, and direct integral theory Journal of Functional Analysis	1994-12-20	Paper

Research outcomes over time

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