Department of Mathematics, Shahrood University of Technology, Shahrood, Semnan, Iran
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.
Dastranj, E., Hejazi, S. (2017). New Solutions for Fokker-Plank Equation of Special Stochastic Process via Lie Point Symmetries. Computational Methods for Differential Equations, 5(1), 30-42.
MLA
Elham Dastranj; S. Reza Hejazi. "New Solutions for Fokker-Plank Equation of Special Stochastic Process via Lie Point Symmetries". Computational Methods for Differential Equations, 5, 1, 2017, 30-42.
HARVARD
Dastranj, E., Hejazi, S. (2017). 'New Solutions for Fokker-Plank Equation of Special Stochastic Process via Lie Point Symmetries', Computational Methods for Differential Equations, 5(1), pp. 30-42.
VANCOUVER
Dastranj, E., Hejazi, S. New Solutions for Fokker-Plank Equation of Special Stochastic Process via Lie Point Symmetries. Computational Methods for Differential Equations, 2017; 5(1): 30-42.
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