Symmetry of stochastic non-variational differential equations

DOI10.1016/j.physrep.2017.05.005zbMath1366.34083arXiv1706.04897OpenAlexW2621396507MaRDI QIDQ2364298

Giuseppe Gaeta

Publication date: 18 July 2017

Published in: Physics Reports (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.04897

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (18)

Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations ⋮ On the geometry of twisted prolongations, and dynamical systems ⋮ Weak symmetries of stochastic differential equations driven by semimartingales with jumps ⋮ Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations ⋮ Erratum for: ``Symmetry of stochastic non-variational differential equations ⋮ On the integration of Ito equations with a random or a W-symmetry ⋮ Erratum: “Random Lie-point symmetries of stochastic differential equations” [J. Math. Phys. 58, 053503 (2017)] ⋮ Symmetry classification of scalar Ito equations with multiplicative noise ⋮ W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory ⋮ W-symmetries of Ito stochastic differential equations ⋮ Integration of the stochastic logistic equation via symmetry analysis ⋮ Symmetry and integrability for stochastic differential equations ⋮ Random Lie symmetries of Itô stochastic differential equations ⋮ Recent advances in symmetry of stochastic differential equations ⋮ Lie symmetry reductions and integrability of approximated small delay stochastic differential equations ⋮ On Lie-point symmetries for Ito stochastic differential equations ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations ⋮ Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries

Uses Software

• SYMMGRP
• MACSYMA

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