new solutions for fokker-plank equation of special stochastic process via lie point symmetries
نویسندگان
چکیده
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.
منابع مشابه
New Solutions for Fokker-Plank Equation of Special Stochastic Process via Lie Point Symmetries
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.
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عنوان ژورنال:
computational methods for differential equationsجلد ۵، شماره ۱، صفحات ۳۰-۴۲
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