Edit Profile (opens in new tab) Craddock, Mark Compute Distance To: Compute Author ID: craddock.mark Published as: Craddock, Mark; Craddock, M. Documents Indexed: 15 Publications since 1994 Co-Authors: 8 Co-Authors with 9 Joint Publications 250 Co-Co-Authors all top 5 Co-Authors 6 single-authored 3 Lennox, Kelly A. 2 Philpott, Andrew B. 1 Chiarella, Carl 1 El-Hassan, Nadima 1 Grasselli, Martino 1 Platen, Eckhard 1 Waterer, Hamish 1 Yakubovich, Semyon B. all top 5 Serials 7 Journal of Differential Equations 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Journal of Functional Analysis 1 Networks 1 The Annals of Applied Probability 1 European Journal of Operational Research 1 Stochastic Processes and their Applications 1 Computational Economics all top 5 Fields 12 Partial differential equations (35-XX) 5 Global analysis, analysis on manifolds (58-XX) 3 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Integral equations (45-XX) 2 Operations research, mathematical programming (90-XX) 1 Topological groups, Lie groups (22-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 14 Publications have been cited 171 times in 98 Documents Cited by ▼ Year ▼ Lie group symmetries as integral transforms of fundamental solutions. Zbl 1147.35009Craddock, Mark; Lennox, Kelly A. 35 2007 Symmetry group methods for fundamental solutions. Zbl 1065.35016Craddock, Mark; Platen, Eckhard 28 2004 The calculation of expectations for classes of diffusion processes by Lie symmetry methods. Zbl 1227.35028Craddock, Mark; Lennox, Kelly A. 18 2009 Fundamental solutions, transition densities and the integration of Lie symmetries. Zbl 1227.35012Craddock, Mark 15 2009 Hydro-electric unit commitment subject to uncertain demand. Zbl 0952.90029Philpott, A. B.; Craddock, M.; Waterer, H. 15 2000 Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions. Zbl 1242.35008Craddock, Mark; Lennox, Kelly A. 14 2012 The symmetry groups of linear partial differential equations and representation theory. I. Zbl 0845.35020Craddock, Mark 12 1995 Symmetry groups of linear partial differential equations and representation theory: The Laplace and axially symmetric wave equation. Zbl 0962.35010Craddock, Mark 11 2000 An adaptive discretization algorithm for a class of continuous network programs. Zbl 0840.90064Philpott, Andrew B.; Craddock, Mark 8 1995 Symmetry groups of partial differential equations, separation of variables, and direct integral theory. Zbl 0809.35014Craddock, Mark 7 1994 An implementation of Bouchouev’s method for a short time calibration of option pricing models. Zbl 1089.91017Chiarella, Carl; Craddock, Mark; El-Hassan, Nadima 3 2003 Fourier type transforms on Lie symmetry groups. Zbl 1329.35029Craddock, Mark 3 2015 New classes of non-convolution integral equations arising from Lie symmetry analysis of hyperbolic pdes. Zbl 1382.35016Craddock, Mark; Yakubovich, Semyon 1 2017 Lie symmetry methods for local volatility models. Zbl 1444.60063Craddock, Mark; Grasselli, Martino 1 2020 Lie symmetry methods for local volatility models. Zbl 1444.60063Craddock, Mark; Grasselli, Martino 1 2020 New classes of non-convolution integral equations arising from Lie symmetry analysis of hyperbolic pdes. Zbl 1382.35016Craddock, Mark; Yakubovich, Semyon 1 2017 Fourier type transforms on Lie symmetry groups. Zbl 1329.35029Craddock, Mark 3 2015 Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions. Zbl 1242.35008Craddock, Mark; Lennox, Kelly A. 14 2012 The calculation of expectations for classes of diffusion processes by Lie symmetry methods. Zbl 1227.35028Craddock, Mark; Lennox, Kelly A. 18 2009 Fundamental solutions, transition densities and the integration of Lie symmetries. Zbl 1227.35012Craddock, Mark 15 2009 Lie group symmetries as integral transforms of fundamental solutions. Zbl 1147.35009Craddock, Mark; Lennox, Kelly A. 35 2007 Symmetry group methods for fundamental solutions. Zbl 1065.35016Craddock, Mark; Platen, Eckhard 28 2004 An implementation of Bouchouev’s method for a short time calibration of option pricing models. Zbl 1089.91017Chiarella, Carl; Craddock, Mark; El-Hassan, Nadima 3 2003 Hydro-electric unit commitment subject to uncertain demand. Zbl 0952.90029Philpott, A. B.; Craddock, M.; Waterer, H. 15 2000 Symmetry groups of linear partial differential equations and representation theory: The Laplace and axially symmetric wave equation. Zbl 0962.35010Craddock, Mark 11 2000 The symmetry groups of linear partial differential equations and representation theory. I. Zbl 0845.35020Craddock, Mark 12 1995 An adaptive discretization algorithm for a class of continuous network programs. Zbl 0840.90064Philpott, Andrew B.; Craddock, Mark 8 1995 Symmetry groups of partial differential equations, separation of variables, and direct integral theory. Zbl 0809.35014Craddock, Mark 7 1994 all cited Publications top 5 cited Publications all top 5 Cited by 146 Authors 10 Craddock, Mark 7 Liu, Hanze 4 Fleten, Stein-Erik 4 Platen, Eckhard 3 Güngör, Faruk 3 Itkin, Andrey 3 Lennox, Kelly A. 3 Li, Jibin 3 Muravey, Dmitry 3 Zhang, Yufeng 2 Alaya, Mohamed Ben 2 Baldeaux, Jan 2 Basquerotto, Cláudio H. C. Costa 2 Chern, Shane 2 Craddock, M. J. 2 De Vecchi, Francesco Carlo 2 Dooley, Anthony Haynes 2 Fleischer, Lisa K. 2 Grasselli, Martino 2 Guan, Yongpei 2 Kang, Jing 2 Kebaier, Ahmed 2 Kristoffersen, Trine Krogh 2 Li, Shenghong 2 Li, Xinyue 2 Lin, Wei 2 Morando, Paola 2 Qu, Changzheng 2 Ruiz, Adrián Tonatiuh 2 Sepanski, Mark R. 2 Sukhomlin, N. B. 2 Ugolini, Stefania 2 Van Ackooij, Wim 2 Wang, Gangwei 2 Xu, Tianzhou 2 Yang, Qianqian 2 Zhang, Youwei 2 Zhao, Qiulan 1 Albeverio, Sergio A. 1 Aliyu, Aliyu Isa 1 Audet, Charles 1 Bai, Chenglin 1 Bakker, V. 1 Băleanu, Dumitru I. 1 Baskonus, Haci Mehmet 1 Bertocchi, Marida 1 Bluman, George W. 1 Boland, Natashia L. 1 Bosman, M. G. C. 1 Chan, Leunglung 1 Chaolu, Temuer 1 Côté, Pascal 1 de Ladurantaye, Daniel 1 Dempe, Stephan 1 Dhamala, Tanka Nath 1 du Roy de Chaumaray, M. 1 Fan, Lei 1 Faria, Eduardo 1 Feng, YongHan 1 Fergusson, Kevin John 1 Franco, Jose A. 1 Fung, Man Chung 1 Gao, Ben 1 Gendreau, Michel 1 Ghate, Archis 1 Gnoatto, Alessandro 1 Goard, Joanna M. 1 Grunspan, Cyril 1 Guigues, Vincent 1 Hashemi, S. Mehdi 1 Hein, Torsten 1 Huang, Dingjiang 1 Hurink, Johann L. 1 Ignatieva, Katja 1 Inc, Mustafa 1 Innorta, Mario 1 Ivanova, Nataliya M. 1 Jiang, Ruiwei 1 Khajevand, Fariba 1 Kijima, Masaaki 1 Kumar, Ajay 1 Kumar, Ashok 1 Kuriksha, Oksana 1 Kuznetsov, M. V. 1 Leach, Peter Gavin Lawrence 1 Lipton, Alexander 1 Liu, Lei 1 Liu, Wei 1 Lü, Huanhuan 1 Luo, Xingguo 1 Maggioni, Francesca 1 Malick, Jérôme 1 Mashinchi, Mashallah 1 Mei, Jianqin 1 Molderink, A. 1 Motamednezhad, Ahmad 1 Naderifard, Azadeh 1 Nasrabadi, Ebrahim 1 Nasrabadi, Mohammad Mehdi 1 Ndomo, J. C. ...and 46 more Authors all top 5 Cited in 62 Serials 9 Journal of Differential Equations 6 Journal of Mathematical Physics 6 European Journal of Operational Research 3 Journal of Mathematical Analysis and Applications 3 International Journal of Theoretical and Applied Finance 3 Communications in Nonlinear Science and Numerical Simulation 2 Acta Mechanica 2 Applied Mathematics and Computation 2 Journal of Computational and Applied Mathematics 2 Computers & Operations Research 2 Annals of Operations Research 2 Nonlinear Dynamics 2 Russian Physics Journal 2 Review of Derivatives Research 2 Computational Management Science 2 Advances in Mathematical Physics 2 Frontiers of Mathematical Finance 1 Nuclear Physics. B 1 Theory of Probability and its Applications 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Functional Analysis 1 Networks 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Rendiconti del Circolo Matemàtico di Palermo. Serie II 1 Results in Mathematics 1 Siberian Mathematical Journal 1 Studies in Applied Mathematics 1 Zeitschrift für Analysis und ihre Anwendungen 1 Operations Research Letters 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 The Annals of Applied Probability 1 Journal of Global Optimization 1 Stochastic Processes and their Applications 1 Mathematical Programming. Series A. Series B 1 Turkish Journal of Mathematics 1 Top 1 Applied Mathematical Finance 1 Electronic Journal of Probability 1 Journal of Applied Analysis 1 Abstract and Applied Analysis 1 Mathematical Methods of Operations Research 1 Journal of Applied Mathematics and Decision Sciences 1 Acta Mathematica Sinica. English Series 1 Optimization and Engineering 1 Nonlinear Analysis. Modelling and Control 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Stochastic Models 1 ASTIN Bulletin 1 Advances in Difference Equations 1 African Diaspora Journal of Mathematics 1 Boundary Value Problems 1 International Journal of Operations Research (Taichung) 1 Optimization Letters 1 Fuzzy Information and Engineering 1 Mathematical Sciences 1 Mathematics 1 Computational Methods for Differential Equations 1 European Journal of Mathematics 1 Vestnik KRAUNTS. Fiziko-Matematicheskie Nauki 1 AIMS Mathematics all top 5 Cited in 27 Fields 50 Partial differential equations (35-XX) 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 23 Operations research, mathematical programming (90-XX) 17 Probability theory and stochastic processes (60-XX) 11 Dynamical systems and ergodic theory (37-XX) 9 Topological groups, Lie groups (22-XX) 8 Global analysis, analysis on manifolds (58-XX) 5 Numerical analysis (65-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Statistics (62-XX) 2 Functional analysis (46-XX) 2 Mechanics of particles and systems (70-XX) 2 Fluid mechanics (76-XX) 1 Nonassociative rings and algebras (17-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Citations by Year