Symmetry and integrability for stochastic differential equations

DOI10.1080/14029251.2018.1452673zbMath1411.35293arXiv1711.06493OpenAlexW2962860522WikidataQ115295491 ScholiaQ115295491MaRDI QIDQ5743521

Giuseppe Gaeta, Claudia Lunini

Publication date: 10 May 2019

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

Full work available at URL: https://arxiv.org/abs/1711.06493

Mathematics Subject Classification ID

Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) 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 ⋮ Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations ⋮ Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations ⋮ Erratum for: ``Symmetry of stochastic non-variational differential equations ⋮ On the integration of Ito equations with a random or a W-symmetry ⋮ 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 ⋮ Random transformations and invariance of semimartingales on Lie groups ⋮ Random Lie symmetries of Itô stochastic differential equations ⋮ Recent advances in symmetry of stochastic differential equations ⋮ Lie symmetry reductions and integrability of approximated small delay stochastic differential equations ⋮ On Lie-point symmetries for Ito stochastic differential equations ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations

Cites Work

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• Weak symmetries of stochastic differential equations driven by semimartingales with jumps
• Symmetry of stochastic non-variational differential equations
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• Markov Processes from K. Ito's Perspective (AM-155)
• Lie-point symmetries and stochastic differential equations: II
• Noether’s theorem in symmetric stochastic calculus of variations
• Lie-point symmetries and stochastic differential equations
• On Lie-point symmetries for Ito stochastic differential equations
• The group classification of a scalar stochastic differential equation
• Random Lie-point symmetries of stochastic differential equations
• Stochastic calculus of variations
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