Random Lie-point symmetries of stochastic differential equations
From MaRDI portal
Publication:5738716
DOI10.1063/1.4982639zbMath1372.35383arXiv1705.08873OpenAlexW3102261448MaRDI QIDQ5738716
Francesco Spadaro, Giuseppe Gaeta
Publication date: 12 June 2017
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.08873
Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Symmetries, invariants, etc. in context of PDEs (35B06)
Related Items (16)
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 ⋮ Sistema óptimo, soluciones invariantes y clasificación completa del grupo de simetrías de Lie para la ecuación de Kummer-Schwarz generalizada y su representación del álgebra de Lie ⋮ Erratum for: ``Symmetry of stochastic non-variational 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 ⋮ Integration of the stochastic logistic equation via symmetry analysis ⋮ Symmetry and integrability for stochastic differential equations ⋮ Random Lie symmetries of Itô stochastic differential equations ⋮ On Lie-point symmetries for Ito stochastic differential equations ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations ⋮ Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On symmetries of the Fokker-Planck equation
- Symmetries of integro-differential equations. With applications in mechanics and plasma physics
- Stochastic differential equations. An introduction with applications
- Addendum: A simple global characterization for normal forms of singular vector fields
- On transformations into normal form
- Normal forms for stochastic differential equations
- Erratum for: ``Symmetry of stochastic non-variational differential equations
- Conserved quantities and symmetries related to stochastic dynamical systems
- Integration of stochastic ordinary differential equations from a symmetry standpoint
- Classification of the extended symmetries of Fokker-Planck equations
- Probability and Quantum Symmetries. II. The Theorem of Nœther in quantum mechanics
- Symmetries of systems of stochastic differential equations with diffusion matrices of full rank
- Symmetries of the Fokker-Planck equation with a constant diffusion matrix in 2 + 1 dimensions
- A remark on symmetry of stochastic dynamical systems and their conserved quantities
- Markov Processes from K. Ito's Perspective (AM-155)
- Lie-point symmetries and stochastic differential equations: II
- New conserved quantities derived from symmetry for stochastic dynamical systems
- Symmetry classification and exact solutions of the one-dimensional Fokker-Planck equation with arbitrary coefficients of drift and diffusion
- Lie-point symmetries and stochastic differential equations
This page was built for publication: Random Lie-point symmetries of stochastic differential equations
