Reciprocal diffusions and symmetries of parabolic PDE: the nonflat case

DOI10.1023/A:1024813508835zbMath0991.35041OpenAlexW4447832MaRDI QIDQ1598519

Michèle Thieullen

Publication date: 23 May 2002

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024813508835

zbMATH Keywords

stochastic Lagrangianone parameter families of transformationsOnsager-Machlup LagrangianOvsiannikov's differential invariants

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Invariance and symmetry properties for PDEs on manifolds (58J70) Geometric theory, characteristics, transformations in context of PDEs (35A30) Second-order parabolic equations (35K10) Methods of local Riemannian geometry (53B21)

Related Items (4)

Equivalence and symmetries for variable coefficient linear heat type equations. I ⋮ Pinned diffusions and Markov bridges ⋮ Reciprocal processes. A measure-theoretical point of view ⋮ Nearest-neighbour modelling of reciprocal chains

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