GENERATING FUNCTION FOR A MULTIPLICATIVE NOISE WITH GROUP-ANALYSIS

Authors
BARRERA P CIUCHI S SPAGNOLO B
Citation
P. Barrera et al., GENERATING FUNCTION FOR A MULTIPLICATIVE NOISE WITH GROUP-ANALYSIS, Journal of physics. A, mathematical and general, 26(13), 1993, pp. 559-565
Citations number
15
Categorie Soggetti
Physics
Journal title
Journal of physics. A, mathematical and general → ACNP
ISSN journal
03054470
Volume
26
Issue
13
Year of publication
1993
Pages
559 - 565
Database
ISI
SICI code
0305-4470(1993)26:13<559:GFFAMN>2.0.ZU;2-#
Abstract
We find the differential equation for the generating function of a mul tiplicative stochastic process and we apply to it the group analysis. We give the general form of the Lie generators and find the conditions for the existence of similarity solutions. Two classes of similarity solutions are presented and the analytic expression of the generating function is given.