@article { author = {Dastranj, Elham and Hejazi, S. Reza}, title = {New Solutions for Fokker-Plank Equation of‎ ‎Special Stochastic Process via Lie Point Symmetries}, journal = {Computational Methods for Differential Equations}, volume = {5}, number = {1}, pages = {30-42}, year = {2017}, publisher = {University of Tabriz}, issn = {2345-3982}, eissn = {2383-2533}, doi = {}, abstract = {‎In this paper Lie symmetry analysis is applied in order to find new solutions for Fokker Plank equation of Ornstein-Uhlenbeck process‎. ‎This analysis classifies the solutions format of the Fokker Plank equation by using the Lie algebra of the symmetries of our considered stochastic process‎.}, keywords = {Financial market‎,‎Ornstein-Uhlenbeck‎,‎Lie algebra symmetries‎,‎Fokker-Plank}, url = {https://cmde.tabrizu.ac.ir/article_5860.html}, eprint = {https://cmde.tabrizu.ac.ir/article_5860_0619691dc5e6d56d4bebd5478457bf27.pdf} }