Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations

DOI10.3934/mine.2022038zbMath1502.60093arXiv2110.00670OpenAlexW3206907758MaRDI QIDQ2167620

Roma Kozlov, Giuseppe Gaeta, Francesco Spadaro

Publication date: 25 August 2022

Published in: Mathematics in Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.00670

zbMATH Keywords

symmetryinvarianceasymptotic propertiesstochastic differential equationsconserved quantities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60) Symmetries, invariants, etc. in context of PDEs (35B06)

Related Items (1)

On the integration of Ito equations with a random or a W-symmetry

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