Weak symmetries of stochastic differential equations driven by semimartingales with jumps

DOI10.1214/20-EJP440zbMath1465.60046arXiv1904.10963MaRDI QIDQ2184605

Paola Morando, Stefania Ugolini, Francesco C. De Vecchi, Sergio A. Albeverio

Publication date: 29 May 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.10963

zbMATH Keywords

stochastic differential equationsLie symmetry analysissemimartingales with jumpsstochastic processes on manifolds

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Group actions and symmetry properties (58D19)

Related Items (8)

Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations ⋮ Symmetry and integrability for stochastic differential equations ⋮ Random transformations and invariance of semimartingales on Lie groups ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations ⋮ Rough homogenisation with fractional dynamics ⋮ Stochastic geometric mechanics with diffeomorphisms ⋮ Bernstein processes, isovectors and mechanics ⋮ Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries

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