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Conservation Laws of Differential Equations in Finance

Conservation Laws of Differential Equations in Finance
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摘要 Conservation laws of some differential equations in fiance are studied in this paper. This method does not involve the use or existence of a variational principle. As an alternative, linearize the given equation and find adjoint equation of the linearized equation, the conservation laws can be constructed directly from the symmetries and adjoint symmetries of the associated linearized equation and its adjoint equation.
出处 《Communications in Theoretical Physics》 SCIE CAS CSCD 2005年第6X期967-968,共2页 理论物理通讯(英文版)
基金 the National Natural Science Foundation of China under
关键词 conservation law adjoint equation FINANCE 守恒定理 伴随矩阵方程 金融学 微分方程
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参考文献8

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