Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets

DOI10.1016/j.physa.2018.08.155OpenAlexW2888594013WikidataQ129345542 ScholiaQ129345542MaRDI QIDQ2155091

Yanyan Li

Publication date: 15 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.08.155

zbMATH Keywords

Fokker-Planck equationOrnstein-Uhlenbeck processLie symmetryinvariant subspace methodChebyshev wavelets's polynomial

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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