Conserved quantities and symmetry for stochastic dynamical systems

DOI10.1016/0375-9601(94)90150-3zbMath0941.34512OpenAlexW1967174677MaRDI QIDQ1965099

Tetsuya Misawa

Publication date: 6 February 2000

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0375-9601(94)90150-3

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03)

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Cites Work

• Stochastic dynamics: A review of stochastic calculus of variations
• Mécanique aléatoire
• Random dynamical systems of integrable quantum mechanics
• Noether’s theorem in symmetric stochastic calculus of variations
• On the growth of stochastic integrals
• Stochastic calculus of variations
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