On Lie-point symmetries for Ito stochastic differential equations

DOI10.1080/14029251.2017.1418056zbMath1420.60068arXiv1711.01999OpenAlexW2964260308WikidataQ115295497 ScholiaQ115295497MaRDI QIDQ5231102

Giuseppe Gaeta, Claudia Lunini

Publication date: 29 August 2019

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

Full work available at URL: https://arxiv.org/abs/1711.01999

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Symmetries, invariants of ordinary differential equations (34C14) Ordinary differential equations and systems with randomness (34F05)

Related Items

Symmetry of stochastic non-variational differential equations, Symmetries of stochastic differential equations using Girsanov transformations, Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations, On the integration of Ito equations with a random or a W-symmetry, Erratum: “Random Lie-point symmetries of stochastic differential equations” [J. Math. Phys. 58, 053503 (2017)], 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, Lie point symmetries of Stratonovich 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

Cites Work

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• The group classification of a scalar stochastic differential equation
• Random Lie-point symmetries of stochastic differential equations
• Symmetry and integrability for stochastic differential equations
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