Lie group symmetries as integral transforms of fundamental solutions

DOI10.1016/j.jde.2006.07.011zbMath1147.35009MaRDI QIDQ863389

Publication date: 26 January 2007

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10453/3401

zbMATH Keywords

transition densities; short rate models; zero-coupon bond pricing

Mathematics Subject Classification ID

91B70: Stochastic models in economics

35A08: Fundamental solutions to PDEs

35A22: Transform methods (e.g., integral transforms) applied to PDEs

44A10: Laplace transform

58J70: Invariance and symmetry properties for PDEs on manifolds

35A30: Geometric theory, characteristics, transformations in context of PDEs

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Cites Work