Exact solutions for time-fractional Fokker–Planck–Kolmogorov equation of Geometric Brownian motion via Lie point symmetries
Year of publication: |
June 2018
|
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Authors: | Naderifard, Azadeh ; Dastranj, Elham ; Hejazi, S. Reza |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 5.2018, 2, p. 1-15
|
Subject: | Fokker-Planck equation | time-fractional PDE | geometric Brownian motion | lie symmetry | Theorie | Theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis |
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