2 citations · 2 across the 4 of their papers we have counts for
4 papers
Group Classification (1+2)-dimensional Linear Equation of Asian Options Pricing
Stanislav V. Spichak, Valeriy I. Stogniy, Inna M. Kopas
We consider a class of (1+2)-dimensional linear partial differential of Asian options pricing. Special cases have been used to models of financial mathematics. We carry out group c…
Group classification of a class of generalized nonlinear Kolmogorov equations and exact solutions
Inna Rassokha, Mykola Serov, Stanislav Spichak +1
A class of generalized nonlinear Kolmogorov equations is investigated. We present the group classification of Lie symmetries of the class with respect to the group of equivalence t…
Classification of Realizations of Lie Algebras of Vector Fields on a Circle
Stanislav Spichak
Finite-dimensional subalgebras of a Lie algebra of smooth vector fields on a circle, as well as piecewise-smooth global transformations of a circle on itself, are considered. A can…
Hermitian quasi-exactly solvable matrix Shroedinger operators
Stanislav Spichak, Renat Zhdanov
We construct six multi-parameter families of Hermitian quasi-exactly solvable matrix Schroedinger operators in one variable. The method for finding these operators relies heavily u…