Applications of Admitted Lie Group for Stochastic Differential Equations

ผู้แต่ง

  • Atipong Mahanin Department of Mathematics, Faculty of Science, Kasetsart University, Bangkok 10900, Thailand.
  • Boonlert Srihirun Department of Mathematics, Faculty of Science, Kasetsart University, Bangkok 10900, Thailand.

คำสำคัญ:

stochastic process, determining equations, Lie group of transformations

บทคัดย่อ

In this study, the definition of an admitted Lie group for stochastic differential equations was applied to ordinary stochastic differential equations. This approach included the dependent and independent variables in the transformations. The transformations of Brownian motion were defined by the transformation of dependent and independent variables. Admitted Lie group generators for a variety of equations were obtained.

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เผยแพร่แล้ว

2010-06-30

How to Cite

Atipong Mahanin, และ Boonlert Srihirun. 2010. “Applications of Admitted Lie Group for Stochastic Differential Equations”. Agriculture and Natural Resources 44 (3). Bangkok, Thailand:485-90. https://li01.tci-thaijo.org/index.php/anres/article/view/244953.

ฉบับ

ปีที่ 44 ฉบับที่ 3 (2010): May-June

บท

Research Article

License

online 2452-316X print 2468-1458/Copyright © 2022. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/),
production and hosting by Kasetsart University of Research and Development Institute on behalf of Kasetsart University.