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.

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

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

Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries 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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Link to this Paper:

https://civilica.com/doc/1598097

Document National Code:

JR_CMDE-6-3_008

Index date: 4 February 2023

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Ranking of Shahrood University of Technology

Type of center: دانشگاه دولتی

Paper count: 11,437

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