Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries
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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.
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Journal title
volume 6 issue 3
pages 372- 379
publication date 2018-07-01
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