Exact solutions for Fokker-Planck equation of geometric Brownian motion with Lie point symmetries (Q4625396)
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scientific article; zbMATH DE number 7027651
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| English | Exact solutions for Fokker-Planck equation of geometric Brownian motion with Lie point symmetries |
scientific article; zbMATH DE number 7027651 |
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22 February 2019
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Lie algebra
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geometric Brownian motion
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Fokker-Planck equation
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symmetry
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0.8937389254570007
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0.8291875123977661
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0.8030697703361511
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0.7970824241638184
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0.794077455997467
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