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. and 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
Dastranj, E. , and Hejazi, S. R. . "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.
CHICAGO
E. Dastranj and S. R. 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,
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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