Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities
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Publication:1418912
DOI10.1023/A:1025669920594zbMath1031.37044MaRDI QIDQ1418912
Publication date: 14 January 2004
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Symmetries, invariants of ordinary differential equations (34C14) Random vibrations in mechanics of particles and systems (70L05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)
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