Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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Nonlinear oscillations, dynamical systems, and bifurcations of vector fields
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Noether’s theorem in symmetric stochastic calculus of variations
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Lie-point symmetries and stochastic differential equations
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Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries