Symmetry and separation of variables for the Kolmogorov equation

zbMATH Open1238.35006MaRDI QIDQ2884367FDOQ2884367

Authors: V. I. Lagno, V. I. Stogniĭ 

Publication date: 25 May 2012

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

Mathematics Subject Classification ID

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

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)