Lie point symmetries of Stratonovich stochastic differential equations

DOI10.1088/1751-8121/aae753zbMath1411.60099OpenAlexW2896828182MaRDI QIDQ4629635

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Publication date: 27 March 2019

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

Full work available at URL: https://doi.org/10.1088/1751-8121/aae753

zbMATH Keywords

stochastic differential equationsLie point symmetryLie group transformationStratonovich sdes

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Symmetries, invariants, etc. in context of PDEs (35B06) PDEs of infinite order (35R50)

Related Items (9)

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 Ito stochastic differential equations ⋮ Integration of the stochastic logistic equation via symmetry analysis ⋮ Lie symmetry reductions and integrability of approximated small delay 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

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