Lie-point symmetries and stochastic differential equations
From MaRDI portal
Publication:4947919
DOI10.1088/0305-4470/32/48/310zbMath0951.60064OpenAlexW2038997661WikidataQ63543366 ScholiaQ63543366MaRDI QIDQ4947919
Giuseppe Gaeta, Niurka Rodríguez Quintero
Publication date: 25 April 2000
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0305-4470/32/48/310
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Invariance and symmetry properties for PDEs on manifolds (58J70)
Related Items (36)
Symmetry of stochastic non-variational differential equations ⋮ A New Set of Admitted Transformations for Autonomous Stochastic Ordinary Differential Equations ⋮ Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems ⋮ On the definition of an admitted Lie group for stochastic differential equations ⋮ Symmetries of stochastic differential equations: A geometric approach ⋮ Symmetries of stochastic differential equations using Girsanov transformations ⋮ Equivalence and symmetries for variable coefficient linear heat type equations. I ⋮ \(W\)-symmetries of jump-diffusion Itô stochastic differential equations ⋮ Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations ⋮ Reduction and reconstruction of stochastic differential equations via symmetries ⋮ Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations ⋮ Symmetry of the stochastic Rayleigh equation and features of bubble dynamics near the Blake threshold ⋮ On the integration of Ito equations with a random or a W-symmetry ⋮ From second-order differential geometry to stochastic geometric mechanics ⋮ On symmetries of stochastic differential equations ⋮ 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 ⋮ A new approach to the group analysis of one-dimensional stochastic differential equations ⋮ A note on symmetries of diffusions within a martingale problem approach ⋮ Application of group analysis to stochastic equations of fluid dynamics ⋮ Lie point symmetries of Stratonovich stochastic differential equations ⋮ On symmetries of the Fokker-Planck equation ⋮ Generalized uncorrelated SABR models with a high degree of symmetry ⋮ Random Lie-point symmetries of 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 ⋮ Unnamed Item ⋮ Linearization of a Second-Order Stochastic Ordinary Differential Equation ⋮ Random Lie-point symmetries ⋮ On Lie-point symmetries for Ito stochastic differential equations ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations ⋮ Lie symmetry analysis of the Lundgren–Monin–Novikov equations for multi-point probability density functions of turbulent flow
This page was built for publication: Lie-point symmetries and stochastic differential equations