Random Lie-point symmetries

DOI10.1080/14029251.2014.900984zbMath1420.34003OpenAlexW2030523897MaRDI QIDQ5230941

Luis Roberto Lucinger, Pedro José Catuogno

Publication date: 29 August 2019

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

Full work available at URL: https://doi.org/10.1080/14029251.2014.900984

zbMATH Keywords

stochastic differential equationsIto formuladetermining equationsLie-point symmetriesrandom symmetries

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Symmetries, invariants of ordinary differential equations (34C14) Applications of stochastic analysis (to PDEs, etc.) (60H30) Explicit solutions, first integrals of ordinary differential equations (34A05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (2)

Symmetry of stochastic non-variational differential equations ⋮ W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory

Cites Work

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