• Title of article

    Exact solutions for FokkerPlank equation of geometric Brownian motion with Lie point symmetries

  • Author/Authors

    Dastranj ، Elham - Shahrood university of technology , Hejazi ، Reza - Shahrood university of technology

  • Pages
    8
  • From page
    372
  • To page
    379
  • 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
  • Journal title
    Computational Methods for Differential Equations
  • Serial Year
    2018
  • Journal title
    Computational Methods for Differential Equations
  • Record number

    2456866

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=2456866