Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries
نوع مدرک
TextResearch Paper
زبان مدرک
Englishچکیده
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.
کلید واژگان
Lie algebraGeometric Brownian motion
Fokker Plank equation
Symmetry
شماره نشریه
3تاریخ نشر
2018-07-011397-04-10
ناشر
University of Tabrizسازمان پدید آورنده
Department of mathematical sciences, Shahrood university of technology, Shahrood, Semnan, IranDepartment of mathematical sciences, Shahrood university of technology, Shahrood, Semnan, Iran
شاپا
2345-39822383-2533
