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AUTHOR(S):

Zainab Mohammed Alwan

 

TITLE

Lie group Method for Solving System of Stochastic Differential Equations

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ABSTRACT

In the current work, we realize Lie group method for system of stochastic differential equations(SDE). To comprehend this method which is used the vector field in the function and solved system by associated with Fokker- Planck equations(FPE). For more a

KEYWORDS

Lie group , SDE ,FPE ,Vector field , Wiener process, System

 

Cite this paper

Zainab Mohammed Alwan. (2020) Lie group Method for Solving System of Stochastic Differential Equations. International Journal of Mathematical and Computational Methods, 5, 56-59

 

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