Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries

Document Type : Research Paper


Department of mathematical sciences, Shahrood university of technology, Shahrood, Semnan, Iran


‎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.