Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets (Q2155091)
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English | Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets |
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Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets (English)
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15 July 2022
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Fokker-Planck equation
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Ornstein-Uhlenbeck process
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Lie symmetry
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invariant subspace method
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Chebyshev wavelets's polynomial
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