Superposition rules and stochastic Lie-Scheffers systems

DOI10.1214/08-AIHP189zbMath1196.60107arXiv0803.0600OpenAlexW1965809564MaRDI QIDQ985337

Juan-Pablo Ortega, Joan-Andreu Lázaro-Camí

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.0600

zbMATH Keywords

stochastic differential equationssuperposition rulesWei-Norman methodLie-Scheffers system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items

A Hadamard-type open map theorem for submersions and applications to completeness results in control theory ⋮ Symmetry of stochastic non-variational differential equations ⋮ Reduction and reconstruction of stochastic differential equations via symmetries ⋮ A generalization of a SIS epidemic model with fluctuations ⋮ W-symmetries of Ito stochastic differential equations ⋮ On Lie systems and Kummer-Schwarz equations ⋮ Stochastic variational principles for dissipative equations with advected quantities ⋮ Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries

Cites Work

• Stochastic flows and Taylor series
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Differential equations driven by rough signals
• Asymptotic expansion of stochastic flows
• A new geometric approach to Lie systems and physical applications
• On the geometry of diffusion operators and stochastic flows
• Superposition rules, Lie theorem, and partial differential equations
• Accessibility and foliations with singularities
• Accessible Sets, Orbits, and Foliations with Singularities
• THE NONLINEAR SUPERPOSITION PRINCIPLE AND THE WEI-NORMAN METHOD
• Orbits of Families of Vector Fields and Integrability of Distributions
• Lie Algebraic Solution of Linear Differential Equations
• A global formulation of the Lie theory of transformation groups
• On Global Representations of the Solutions of Linear Differential Equations as a Product of Exponentials
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item