New solutions for Fokker-Planck equation of special stochastic process via Lie point symmetries
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Publication:4625337
zbMATH Open1424.35125MaRDI QIDQ4625337FDOQ4625337
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Publication date: 22 February 2019
Full work available at URL: http://cmde.tabrizu.ac.ir/article_5860.html
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Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Symmetry analysis, Lie group and Lie algebra methods applied to problems in fluid mechanics (76M60)
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- Some exact solutions for a unidimensional Fokker-Planck equation by using lie symmetries
- Exact solutions for Fokker-Planck equation of geometric Brownian motion with Lie point symmetries
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- Lie symmetry analysis and some new exact solutions of the Fokker-Planck equation
- Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach
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