\(W\)-symmetries of jump-diffusion Itô stochastic differential equations
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Publication:1663736
DOI10.1007/s11071-017-3848-8zbMath1393.34059OpenAlexW2762614476MaRDI QIDQ1663736
Publication date: 22 August 2018
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-017-3848-8
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Symmetries, invariants of ordinary differential equations (34C14) Ordinary differential equations and systems with randomness (34F05)
Related Items (5)
\(W\)-symmetries of jump-diffusion Itô stochastic differential equations ⋮ Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations ⋮ Lie symmetry analysis and exact solutions of fractional ordinary differential equations with neutral delay ⋮ Lie symmetry reductions and integrability of approximated small delay stochastic differential equations ⋮ Symmetry analysis of space-time fractional Poisson equation with a delay
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