Group analysis of the Itô stochastic system

zbMath1127.60054MaRDI QIDQ2461414

Olga V. Alexandrova

Publication date: 27 November 2007

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

invarianceergodic processescontinuous transformations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Symmetries, Lie group and Lie algebra methods for problems in mechanics (70G65)

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