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Solving the first PDE $f_W = \sigma f$ forces the general form $f(W,t) = \varphi(t)e^{\sigma W}$, where $\varphi(t)$ is an arbitrary function of time.

Conditions: $f_W = \sigma f$ holds.; $\sigma$ is constant.

Solving the first PDE $f_W = \sigma f$ forces the general form $f(W,t) = \varphi(t)e^{\sigma W}$, where $\varphi(t)$ is an arbitrary function of time.

Conditions: $f_W = \sigma f$ holds.; $\sigma$ is constant.