(I have a feeling this will be trivial, but maybe others have come across this too)
So I'm just testing desolve with this equation:
de = a*diff(x*f) + .5*sigma*diff(f,x,2)
and if I specify the initial conditions in desolve like this
h = desolve(de, f, ics = [-Infinity, 0., Infinity, 0.])
... and I get h=0. Huh?? I couldn't find practically anything on how Sage handles BC at infinities...