scientific article; zbMATH DE number 7027651

zbMath1424.58007MaRDI QIDQ4625396

Seyed Reza Hejazi, Elham Dastranj

Publication date: 22 February 2019

Full work available at URL: http://cmde.tabrizu.ac.ir/article_7371.html

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zbMATH Keywords

symmetryFokker-Planck equationLie algebrageometric Brownian motion

Mathematics Subject Classification ID

Invariance and symmetry properties for PDEs on manifolds (58J70) Group actions and symmetry properties (58D19) Symmetry analysis, Lie group and Lie algebra methods applied to problems in fluid mechanics (76M60)

Related Items (6)

Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker-Planck equations for special stochastic process in foreign exchange markets ⋮ Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process ⋮ Exact solutions of the combined Hirota-LPD equation with variable coefficients ⋮ Lie symmetry analysis, exact solutions, optimal system and conservation laws for variable-coefficients Kundu–Mukherjee–Nasker equation ⋮ Exact solutions and numerical simulation for Bakstein-Howison model ⋮ Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation

Cites Work

• Symmetry reductions and exact solutions of the affine heat equation
• Applications of symmetry methods to partial differential equations
• Symmetry analysis of wave equation on sphere
• Lie group analysis, Hamiltonian equations and conservation laws of Born–Infeld equation
• Integrating factors and first integrals for ordinary differential equations
• Arbitrage Theory in Continuous Time
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