New Solutions for Fokker-Plank Equation of‎ ‎Special Stochastic Process via Lie Point Symmetries

نویسندگان

  • Elham Dastranj Department of Mathematics, Shahrood University of Technology, Shahrood, Semnan, Iran
  • S. Reza Hejazi Department of Mathematics, Shahrood University of Technology, Shahrood, Semnan, Iran
چکیده مقاله:

‎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

دوره 5  شماره 1

صفحات  30- 42

تاریخ انتشار 2017-01-01

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