Symmetry classification of scalar Ito equations with multiplicative noise

DOI10.1080/14029251.2020.1819615zbMath1441.34072arXiv2002.05122OpenAlexW3083029566MaRDI QIDQ5121142

Francesco Spadaro, Giuseppe Gaeta

Publication date: 10 September 2020

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

Full work available at URL: https://arxiv.org/abs/2002.05122

zbMATH Keywords

symmetrystochastic differential equationsmultiplicative noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic differential equations. An introduction with applications
• Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities
• Noise in ecosystems: a short review
• Symmetry of stochastic non-variational differential equations
• On maximal Lie point symmetry groups admitted by scalar stochastic differential equations
• Symmetries of systems of stochastic differential equations with diffusion matrices of full rank
• Markov Processes from K. Ito's Perspective (AM-155)
• Lie-point symmetries and stochastic differential equations: II
• Lie point symmetries of Stratonovich stochastic differential equations
• Random Lie symmetries of Itô stochastic differential equations
• Lie-point symmetries and stochastic differential equations
• On Lie-point symmetries for Ito stochastic differential equations
• The group classification of a scalar stochastic differential equation
• Recent advances in symmetry of stochastic differential equations
• W-symmetries of Ito stochastic differential equations
• Random Lie-point symmetries of stochastic differential equations
• Integration of the stochastic logistic equation via symmetry analysis
• Symmetry and integrability for stochastic differential equations

This page was built for publication: Symmetry classification of scalar Ito equations with multiplicative noise