Conserved quantities and symmetries related to stochastic dynamical systems

DOI10.1023/A:1004095516648zbMath1010.37030OpenAlexW2094293226MaRDI QIDQ1974125

Tetsuya Misawa

Publication date: 5 June 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004095516648

zbMATH Keywords

similarity methodstochastic differential equations of Stratonovich typestochastic Hamilton dynamical systems

Mathematics Subject Classification ID

Hamilton's equations (70H05) Ordinary differential equations and systems with randomness (34F05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10)

Related Items (11)

Symmetry of stochastic non-variational differential equations ⋮ Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method ⋮ Reduction and integrability of stochastic dynamical systems ⋮ Splitting integrators for stochastic Lie–Poisson systems ⋮ Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods ⋮ Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle ⋮ Stochastic Hamiltonian dynamical systems ⋮ Random Lie-point symmetries of stochastic differential equations ⋮ A class of orthogonal integrators for stochastic differential equations ⋮ Projection methods for stochastic differential equations with conserved quantities ⋮ The Sharma-Parthasarathy stochastic two-body problem

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