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
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
Journal title :
Computational Methods for Differential Equations
