New Solutions for Fokker-Plank Equation of Special Stochastic Process via Lie Point Symmetries
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Abstract:
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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Journal title
volume 5 issue 1
pages 30- 42
publication date 2017-01-01
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