Exact solutions for time-fractional Fokker–Planck–Kolmogorov equation of Geometric Brownian motion via Lie point symmetries
Azadeh Naderifard, Elham Dastranj and S. Reza Hejazi
| Year of publication: |
June 2018
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786318500093 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011922983