ASU Scholarship Showcase
This growing collection consists of scholarly works authored by ASU-affiliated faculty, students and community members, and contains many open access articles. ASU-affiliated authors are encouraged to Share Your Work in the ASU Digital Repository.
- 1 Text
- 1 Public
We discuss a method of constructing solutions of the initial value problem for diffusion-type equations in terms of solutions of certain Riccati and Ermakov-type systems. A nonautonomous Burgers-type equation is also considered. Examples include, but are not limited to the Fokker-Planck equation in physics, the Black-Scholes equation and the Hull-White model in finance.
- Suazo, Erwin, Suslov, Sergei, Vega-Guzman, Jose M., et al.
- Created Date