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

نویسندگان
Dastranj, Elham ID 1
Hejazi, Seyed Reza ID 2

1 Department of mathematical sciences, Shahrood university of technology, Shahrood, Semnan, Iran

2 Department of mathematical sciences, Shahrood university of technology, Shahrood, Semnan, Iran

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چکیده

‎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.

کلیدواژه‌ها
‎Lie algebra‎, ‎Geometric Brownian motion‎, Fokker Plank equation‎, ‎Symmetry‎