New Solutions for Fokker-Plank Equation of‎ ‎Special Stochastic Process via Lie Point Symmetries

Document Type : Research Paper


Department of Mathematics, Shahrood University of Technology, Shahrood, Semnan, Iran


‎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.