New solutions for Fokker-Planck equation of special stochastic process via Lie point symmetries (Q4625337)
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scientific article; zbMATH DE number 7027604
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| English | New solutions for Fokker-Planck equation of special stochastic process via Lie point symmetries |
scientific article; zbMATH DE number 7027604 |
Statements
22 February 2019
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financial market
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Ornstein-Uhlenbeck
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Lie algebra symmetries
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Fokker-Planck
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0.8937389254570007
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0.843858003616333
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0.8409310579299927
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0.8266221284866333
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0.8222313523292542
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