Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries

‎In this paper Lie symmetry analysis is applied to find new‎ solution for Fokker Plank equation of geometric Brownian motion‎. This analysis classifies the solution format of the Fokker Plank‎ ‎equation‎.

Keywords:

‎Lie algebra‎ , ‎Geometric Brownian motion‎ , Fokker Plank equation‎ , ‎Symmetry‎

Authors

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Department of mathematical sciences, Shahrood university of technology, Shahrood, Semnan, Iran

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Department of mathematical sciences, Shahrood university of technology, Shahrood, Semnan, Iran

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لینک ثابت به این Paper:

https://civilica.com/doc/1598097

شناسه ملی سند علمی:

JR_CMDE-6-3_008

تاریخ نمایه سازی: 15 بهمن 1401

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Type of center: دانشگاه دولتی

Paper count: 10,907

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