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.
机构:
Roma Tre Univ, Dipartimento Matemat & Fis, Via Vasca Navale 84, I-00146 Rome, Italy
INFN, Sez Roma Tre, Via Vasca Navale 84, I-00146 Rome, ItalyRoma Tre Univ, Dipartimento Matemat & Fis, Via Vasca Navale 84, I-00146 Rome, Italy
Levi, D.
Sekera, D.
论文数: 0引用数: 0
h-index: 0
机构:
Ecole Polytech Fed Lausanne, Lab Particle Phys & Cosmol, Inst Phys, CH-1015 Lausanne, SwitzerlandRoma Tre Univ, Dipartimento Matemat & Fis, Via Vasca Navale 84, I-00146 Rome, Italy