A New Set of Admitted Transformations for Autonomous Stochastic Ordinary Differential Equations

DOI10.1142/S1402925110000702zbMath1208.34095WikidataQ115244635 ScholiaQ115244635MaRDI QIDQ3161578

Eckart Schulz, Sergey V. Meleshko

Publication date: 15 October 2010

Published in: Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationBrownian motiondetermining equationsLie group of transformationsadmitted transformation

Mathematics Subject Classification ID

Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Symmetries, invariants of ordinary differential equations (34C14) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

Symmetry of stochastic non-variational differential equations ⋮ A new approach to the group analysis of one-dimensional stochastic differential equations

Cites Work

• Normal forms for stochastic differential equations
• Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities
• Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems
• On the definition of an admitted Lie group for stochastic differential equations
• Symmetries and conserved quantities of stochastic dynamical control systems
• On the definition of an admitted Lie group for stochastic differential equations with multi-Brownian motion
• A remark on symmetry of stochastic dynamical systems and their conserved quantities
• Lie-point symmetries and stochastic differential equations: II
• Lie-point symmetries and stochastic differential equations
• Symmetries of first‐order stochastic ordinary differential equations revisited

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