Conservation laws of differential equations in finance

Mao Chang Qin*, Feng Xiang Mei, Mei Shang

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

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.

源语言英语
页(从-至)967-968
页数2
期刊Communications in Theoretical Physics
44
6
DOI
出版状态已出版 - 15 12月 2005

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