Random Lie-point symmetries

被引：3
|
作者：
Catuogno, Pedro Jose [1 ]
Lucinger, Luis Roberto [2 ]
机构：
[1] Univ Estadual Campinas, Dept Math, Campinas, SP, Brazil
[2] Univ Brasilia, Dept Math, Brasilia, DF, Brazil
来源：
JOURNAL OF NONLINEAR MATHEMATICAL PHYSICS | 2014年 / 21卷 / 02期
基金：
日本学术振兴会;
关键词：
Lie-point symmetries; Determining equations; Random symmetries; Stochastic differential equations; Ito formula; STOCHASTIC DIFFERENTIAL-EQUATIONS; STRATONOVICH DYNAMICAL-SYSTEMS; CONSERVED QUANTITIES; IT(O)OVER-CAP;
D O I：
10.1080/14029251.2014.900984
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We introduce the notion of a random symmetry. It consists of taking the action given by a deterministic flow that maintains the solutions of a given differential equation invariant and replacing it with a stochastic flow. This generates a random action, which we call a random symmetry.
引用
收藏
页码：149 / 165
页数：17
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