Random Lie symmetries of Itô stochastic differential equations

DOI10.1088/1751-8121/aac95azbMath1401.35359OpenAlexW2805376410MaRDI QIDQ4685011

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Publication date: 4 October 2018

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/aac95a

zbMATH Keywords

stochastic differential equationsLie point symmetryLie group transformation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Symmetries, invariants, etc. in context of PDEs (35B06)

Related Items (12)

Symmetries of stochastic differential equations using Girsanov transformations ⋮ 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 ⋮ Stochastic model of heat transfer in the atmospheric surface layer ⋮ W-symmetries of Ito stochastic differential equations ⋮ Lie point symmetries of Stratonovich 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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