Symmetries of Kolmogorov Backward Equation

DOI10.2991/JNMP.K.201104.002zbMath1497.35529arXiv2010.16128OpenAlexW3111782130MaRDI QIDQ5099978

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Publication date: 26 August 2022

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

Full work available at URL: https://arxiv.org/abs/2010.16128

zbMATH Keywords

stochastic differential equationsLie symmetry analysisKolmogorov backward equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Symmetries, Lie group and Lie algebra methods for problems in mechanics (70G65) Symmetries, invariants, etc. in context of PDEs (35B06)

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