On maximal Lie point symmetry groups admitted by scalar stochastic differential equations

DOI10.1088/1751-8113/44/20/205202zbMath1232.34086OpenAlexW1973276578MaRDI QIDQ3004928

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Publication date: 6 June 2011

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1751-8113/44/20/205202

zbMATH Keywords

stochastic differential equationssymmetriesLie group theorymaximal dimensionalityorder of stochastic differential equationscalar stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Symmetries, invariants of ordinary differential equations (34C14) Ordinary differential equations and systems with randomness (34F05) Invariance and symmetry properties for PDEs on manifolds (58J70) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (13)

Symmetry of stochastic non-variational differential equations ⋮ Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations ⋮ Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations ⋮ On the integration of Ito equations with a random or a W-symmetry ⋮ 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

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