New Solutions for Fokker-Plank Equation of‎ ‎Special Stochastic Process via Lie Point Symmetries

‎In this paper Lie symmetry analysis is applied in order to find new solutions for Fokker Plank equation of Ornstein-Uhlenbeck process‎. ‎This analysis classifies the solutions format of the Fokker Plank equation by using the Lie algebra of the symmetries of our considered stochastic process‎.

Keywords:

Financial market‎ , ‎Ornstein-Uhlenbeck‎ , ‎Lie algebra symmetries‎ , ‎Fokker-Plank

Authors

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Department of Mathematics, Shahrood University of Technology, Shahrood, Semnan, Iran

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Department of Mathematics, Shahrood University of Technology, Shahrood, Semnan, Iran

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لینک ثابت به این Paper:

https://civilica.com/doc/1598144

شناسه ملی سند علمی:

JR_CMDE-5-1_003

تاریخ نمایه سازی: 16 بهمن 1401

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-, - and -, -,1396,New Solutions for Fokker-Plank Equation of‎ ‎Special Stochastic Process via Lie Point Symmetries,https://civilica.com/doc/1598144

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Type of center: دانشگاه دولتی

Paper count: 10,700

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