5 m craddock and ah dooley on the equivalence of lie

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5. M. Craddock and A.H. Dooley, On the Equivalence of Lie Symmetries and Group Representations , In Preparation, 2008. 6. M. Craddock, D. Heath, and E. Platen, Numerical Inversion of Laplace Trans- forms: A Survey of Techniques with Applications to Derivative Pricing , J. Com- putational Finance 4 (2000), no. 1, 57–81. 7. M. Craddock and K. A. Lennox, Lie Group Symmetries as Integral Transforms of Fundamental Solutions , J. Diff. Eqn. 232 (2007), 652–674. 8. M. Craddock and K.A. Lennox, The Calculation of Expectations for Classes of Diffusion Processes by Lie Symmetry Methods , Ann. Appl. Prob. (To Appear). 9. M. Craddock and E. Platen, Symmetry Group Methods for Fundamental Solu- tions , J. Diff. Eqn. 207 (2004), 285–302. 10. , Probability Laws for General Classes of Diffusions , In preparation, October 2007. 11. A. Friedman, Partial Differential Equations of Parabolic Type , Prentice Hall, Englewood Cliffs, NJ, 1964. 12. J. Goard, Fundamental solutions to Kolmogorov equations via reduction to canonical form , J. Appl. Math. and Decision Sciences 2006 (2006), 24. 13. I. Karatzas and S. Shreve, Brownian Motion and Stochastic Calculus , 2 ed., Graduate Texts in Mathematics, vol. 113, Springer, 1991.
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26 MARK CRADDOCK 14. A.A. Kilbas and M. Saigo, H-Transforms. Theory and Applications , Analytical Methods and Special Functions, vol. 9, Chapman and Hall/CRC, New York, 2004. 15. F. C Klebaner, Introduction to Stochastic Calculus with Applications , 2 ed., Imperial College Press, London, 2005. 16. M. Musiela and M. Rutkowski, Martingale Methods in Financial Modelling , Applications of Mathematics: Stochastic Modelling and Applied Probability, vol. 36, Springer, Berlin, 1997. 17. P.J. Olver, Applications of Lie Groups to Differential Equations , Graduate Texts in Mathematics, vol. 107, Springer-Verlag, New York, 1993. 18. D. Revuz and M. Yor, Continuous Martingales and Brownian Motion , 3rd ed., Grundleheren der mathematischen Wissenschaften, vol. 293, Springer, Berlin, 1998. 19. F. Tr` eves, Basic Linear Partial Differential Equations , Academic Press, 1975. 20. A. H. Zemanian, Distribution Theory and Transform Analysis. An Introduction to Generalized Functions with Applications , Dover Books, 1965.
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