Symmetries of \(n\)th-order approximate stochastic ordinary differential equations (Q1952808)
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scientific article; zbMATH DE number 6169876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetries of \(n\)th-order approximate stochastic ordinary differential equations |
scientific article; zbMATH DE number 6169876 |
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Symmetries of \(n\)th-order approximate stochastic ordinary differential equations (English)
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3 June 2013
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Summary: Symmetries of \(n\)th-order approximate stochastic ordinary differential equations (SODEs) are studied. The determining equations of these SODEs are derived in an Itō calculus context. These determining equations are not stochastic in nature. SODEs are normally used to model nature (e.g., earthquakes) or for testing the safety and reliability of models in construction engineering when looking at the impact of random perturbations.
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stochastic ordinary differential equations
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Itō calculus
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