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Bonds' PDE

Posted 10 years ago

Pardon,

why doesn't Mathematica solve this one:

DSolve[{sigma^2/2 D[P[r, t], {r, 2}] + (a (R - r) + q sigma) D[P[r, t], r] - r P[r, t] - D[P[r, t], t] == 0, P[r, 0] == 1}, P, {r, t}]
POSTED BY: Sandu Ursu
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