Symmetries of Stochastic Differential Equations using Girsanov transformations

DOI10.1088/1751-8121/ab757dzbMath1514.60066arXiv1907.10332MaRDI QIDQ6322612

Paola Morando, Stefania Ugolini, Francesco C. De Vecchi

Publication date: 24 July 2019

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Symmetries and conservation laws, reverse symmetries, invariant manifolds and their bifurcations, reduction for problems in Hamiltonian and Lagrangian mechanics (70H33)

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