A note on symmetries of diffusions within a martingale problem approach

DOI10.1142/S0219493719500114zbMath1435.58004arXiv1707.00128MaRDI QIDQ5384776

Francesco C. De Vecchi, Stefania Ugolini, Paola Morando

Publication date: 25 June 2019

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.00128

zbMATH Keywords

diffusion processessecond-order geometryLie symmetries analysisItô integration on manifolds

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Group actions and symmetry properties (58D19) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (5)

Symmetries of stochastic differential equations using Girsanov transformations ⋮ Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations ⋮ Weak symmetries of stochastic differential equations driven by semimartingales with jumps ⋮ On the integration of Ito equations with a random or a W-symmetry ⋮ Random transformations and invariance of semimartingales on Lie groups

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Symmetries and functions of Markov processes
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Symmetry groups of Markov processes
• Geometric and symmetry properties of a nondegenerate diffusion process
• On the definition of an admitted Lie group for stochastic differential equations
• Symmetries and conserved quantities of stochastic dynamical control systems
• Reduction and reconstruction of stochastic differential equations via symmetries
• Symmetries of stochastic differential equations: A geometric approach
• Symmetries of systems of stochastic differential equations with diffusion matrices of full rank
• REDUCTION, RECONSTRUCTION, AND SKEW-PRODUCT DECOMPOSITION OF SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS
• Lie-point symmetries and stochastic differential equations: II
• Lie-point symmetries and stochastic differential equations
• Symmetries of first‐order stochastic ordinary differential equations revisited

This page was built for publication: A note on symmetries of diffusions within a martingale problem approach