Exact solutions for Fokker-Planck equation of geometric Brownian motion with Lie point symmetries
From MaRDI portal
Publication:4625396
zbMATH Open1424.58007MaRDI QIDQ4625396FDOQ4625396
Authors: Seyed Reza Hejazi, E. Dastranj 
Publication date: 22 February 2019
Full work available at URL: http://cmde.tabrizu.ac.ir/article_7371.html
Recommendations
- New solutions for Fokker-Planck equation of special stochastic process via Lie point symmetries
- Some exact solutions for a unidimensional Fokker-Planck equation by using lie symmetries
- Lie symmetries and conservation laws of the Fokker‐Planck equation with power diffusion
- On symmetries of the Fokker-Planck equation
- Symmetry and exact solutions of some Fokker-Planck equations
Group actions and symmetry properties (58D19) Invariance and symmetry properties for PDEs on manifolds (58J70) Symmetry analysis, Lie group and Lie algebra methods applied to problems in fluid mechanics (76M60)
Cites Work
- Arbitrage Theory in Continuous Time
- Applications of symmetry methods to partial differential equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Integrating factors and first integrals for ordinary differential equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Symmetry analysis of wave equation on sphere
- Symmetry reductions and exact solutions of the affine heat equation
- Lie group analysis, Hamiltonian equations and conservation laws of Born-Infeld equation
- Symmetry analysis of the cylindrical Laplace equation
Cited In (9)
- Exact solutions and numerical simulations of time-fractional Fokker-Planck equation for special stochastic process
- Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets
- Lie symmetry analysis, exact solutions, optimal system and conservation laws for variable-coefficients Kundu–Mukherjee–Nasker equation
- Exact solutions of the combined Hirota-LPD equation with variable coefficients
- Some exact solutions for a unidimensional Fokker-Planck equation by using lie symmetries
- New solutions for Fokker-Planck equation of special stochastic process via Lie point symmetries
- Lie symmetry analysis and some new exact solutions of the Fokker-Planck equation
- Exact solutions and numerical simulation for Bakstein-Howison model
- Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation
This page was built for publication: Exact solutions for Fokker-Planck equation of geometric Brownian motion with Lie point symmetries
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4625396)
