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

Author(s):

Elham Dastranj , SeyedReza Hejazi *

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

‎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

Language:
English
Published:
Computational Methods for Differential Equations, Volume:6 Issue: 3, Summer 2018
Pages:
372 to 379
https://magiran.com/p2103213