Department of mathematical sciences, Shahrood university of technology, Shahrood, Semnan, Iran
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.
Dastranj, E., & Hejazi, S. R. (2018). Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries. Computational Methods for Differential Equations, 6(3), 372-379.
MLA
Elham Dastranj; Seyed Reza Hejazi. "Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries". Computational Methods for Differential Equations, 6, 3, 2018, 372-379.
HARVARD
Dastranj, E., Hejazi, S. R. (2018). 'Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries', Computational Methods for Differential Equations, 6(3), pp. 372-379.
VANCOUVER
Dastranj, E., Hejazi, S. R. Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries. Computational Methods for Differential Equations, 2018; 6(3): 372-379.
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