Recent advances in symmetry of stochastic differential equations

zbMath1414.60042arXiv1901.05533MaRDI QIDQ5378101

Claudia Lunini, Francesco Spadaro, Giuseppe Gaeta

Publication date: 11 June 2019

Full work available at URL: https://arxiv.org/abs/1901.05533

zbMATH Keywords

symmetrystochastic differential equationssymmetry reductions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Geometric methods in ordinary differential equations (34A26) Ordinary differential equations and systems with randomness (34F05) Nonlinear ordinary differential operators (34L30) Symmetries, Lie group and Lie algebra methods for problems in mechanics (70G65)

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Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations ⋮ Symmetry classification of scalar Ito equations with multiplicative noise ⋮ Integration of the stochastic logistic equation via symmetry analysis

Cites Work

• Stochastic dynamics: A review of stochastic calculus of variations
• Geometry I: basic ideas and concepts of differential geometry. Transl. from the Russian by E. Primrose
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• Erratum: “Random Lie-point symmetries of stochastic differential equations” [J. Math. Phys. 58, 053503 (2017)]
• Noether’s theorem in symmetric stochastic calculus of variations
• When Nonlinear Differential Equations are Equivalent to Linear Differential Equations
• Lie-point symmetries and stochastic differential equations
• Symmetry and Perturbation Theory in Nonlinear Dynamics
• On Lie-point symmetries for Ito stochastic differential equations
• The group classification of a scalar stochastic differential equation
• Twisted Symmetries of Differential Equations
• Symmetry and integrability for stochastic differential equations
• Stochastic calculus of variations
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