Symmetry and separation of variables for the Kolmogorov equation

MaRDI QIDQ2884367zbMATH OpenFDO

Authors V. I. Lagno, V. I. Stogniĭ

Publication date 25 May 2012

Mathematics Subject Classification ID

Geometric theory, characteristics, transformations in context of PDEs (35A30) Second-order parabolic equations (35K10)

Recommendations

• Symmetries of Kolmogorov backward equation
• Symmetry of stochastic equations
• Symmetry and integrability for stochastic differential equations
• On symmetries of stochastic differential equations
• Symmetry of stochastic ordinary differential equations
• Symmetry of stochastic non-variational differential equations
• Lie symmetries and fundamental solutions of the linear Kolmogorov equation
• Symmetries of variable coefficient Korteweg–de Vries equations
• Symmetries of the Khokhlov-Zabolotskaya equation
• Symmetries of the Kadomtsev-Petviashvili equation

Cited in

(1)

• On holomorphic realizations of 5-dimensional Lie algebras

This page was built for publication: Symmetry and separation of variables for the Kolmogorov equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2884367)