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.


Volume 5, Issue 1 - Serial Number 1
January 2017
Pages 30-42
  • Receive Date: 07 December 2016
  • Revise Date: 28 February 2017
  • Accept Date: 28 February 2017
  • First Publish Date: 28 February 2017