Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
DOI10.46298/OCNMP.9770zbMATH Open1547.34088MaRDI QIDQ6579363
Giuseppe Gaeta, Miguel A. Rodríguez
Publication date: 25 July 2024
Published in: Open Communications in Nonlinear Mathematical Physics (Search for Journal in Brave)
Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Symmetries, invariants of ordinary differential equations (34C14) Special processes (60K99) Ordinary differential equations and systems with randomness (34F05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Symmetries in the stochastic calculus of variations
- Girsanov transform for symmetric diffusions with infinite dimensional state space
- 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
- Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities
- Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
- Symmetry of stochastic non-variational differential equations
- An introduction to stochastic differential equations
- On maximal Lie point symmetry groups admitted by scalar stochastic differential equations
- Symmetries of systems of stochastic differential equations with diffusion matrices of full rank
- Variational processes and stochastic versions of mechanics
- Markov Processes from K. Ito's Perspective (AM-155)
- Lie-point symmetries and stochastic differential equations: II
- Erratum: “Random Lie-point symmetries of stochastic differential equations” [J. Math. Phys. 58, 053503 (2017)]
- Lie point symmetries of Stratonovich stochastic differential equations
- Random Lie symmetries of Itô stochastic differential equations
- Noether’s theorem in symmetric stochastic calculus of variations
- Lie-point symmetries and stochastic differential equations
- Symmetry and Perturbation Theory in Nonlinear Dynamics
- Symmetries of stochastic differential equations using Girsanov transformations
- Symmetry classification of scalar Ito equations with multiplicative noise
- On Lie-point symmetries for Ito stochastic differential equations
- The group classification of a scalar stochastic differential equation
- W-symmetries of Ito stochastic differential equations
- Integration of the stochastic logistic equation via symmetry analysis
- Symmetry and integrability for stochastic differential equations
- Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries
- Stochastic calculus of variations
- Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field
Related Items (2)
This page was built for publication: Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579363)
