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• W2888594013 abstract "Abstract In this paper the transition joint probability density function of the solution of the Ornstein–Uhlenbeck process is presented by a deterministic parabolic time-fractional PDE (FPDE), named time-fractional Fokker–Planck equation. The article generally is divided to two parts: theoretical and approximated analysis. In the theoretical sections Lie group method and invariant subspace method are applied for finding exact solutions and conservation laws of the considered equation. In the next part, by Chebyshev wavelets’s method the numerical solutions are driven. Then the usefulness of this approximated method is comparing with the exact solutions by some plotted graphs." @default.
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• W2888594013 date "2019-01-01" @default.
• W2888594013 modified "2023-09-30" @default.
• W2888594013 title "Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker–Planck equations for special stochastic process in foreign exchange markets" @default.
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• W2888594013 doi "https://doi.org/10.1016/j.physa.2018.08.155" @default.
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