Random Lie-point symmetries of stochastic differential equations

被引：17

作者：

Gaeta, Giuseppe ^{[1
,3
]}

Spadaro, Francesco ^{[2
,3
,4
]}

机构：

[1] Univ Milan, Dipartimento Matemat, Via Saldini 50, I-20133 Milan, Italy

[2] Univ Roma, Dipartimento Matemat, I-00185 Rome, Italy

[3] INdAM, GNFM, Lausanne, Switzerland

[4] Ecole Polytech Fed Lausanne, SB MATHAA CSFT, Batiment MA Stn 8, CH-1015 Lausanne, Switzerland

来源：

JOURNAL OF MATHEMATICAL PHYSICS | 2017年 / 58卷 / 05期

关键词：

FOKKER-PLANCK EQUATION; CONSERVED QUANTITIES; DYNAMICAL-SYSTEMS; NORMAL FORMS; CALCULUS; CLASSIFICATION; NOETHER; THEOREM;

D O I：

10.1063/1.4982639

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We study the invariance of stochastic differential equations under random diffeomorphisms and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich forms. We also discuss relations with previous results in the literature. Published by AIP Publishing.

引用

页数：20

共 50 条

[1] Lie-point symmetries and stochastic differential equations
Gaeta, G
Quintero, NR
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1999, 32 (48): : 8485 - 8505
[2] On Lie-point symmetries for Ito stochastic differential equations
G. Gaeta
C. Lunini
[J]. Journal of Nonlinear Mathematical Physics, 2017, 24 : 90 - 102
[3] Lie-Point Symmetries and Backward Stochastic Differential Equations
Zhang, Na
Jia, Guangyan
[J]. SYMMETRY-BASEL, 2019, 11 (09):
[4] On Lie-point symmetries for Ito stochastic differential equations
Gaeta, G.
Lunini, C.
[J]. JOURNAL OF NONLINEAR MATHEMATICAL PHYSICS, 2017, 24 : 90 - 102
[5] Lie-point symmetries and stochastic differential equations: II
Gaeta, G
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2000, 33 (27): : 4883 - 4902
[6] Random Lie-point symmetries of stochastic differential equations (vol 58, 053503, 2017)
Gaeta, Giuseppe
Spadaro, Francesco
[J]. JOURNAL OF MATHEMATICAL PHYSICS, 2017, 58 (12)
[7] Partial Lie-point symmetries of differential equations
Cicogna, G
Gaeta, G
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2001, 34 (03): : 491 - 512
[8] Random Lie-point symmetries
Pedro José Catuogno
Luis Roberto Lucinger
[J]. Journal of Nonlinear Mathematical Physics, 2014, 21 : 149 - 165
[9] Random Lie-point symmetries
Catuogno, Pedro Jose
Lucinger, Luis Roberto
[J]. JOURNAL OF NONLINEAR MATHEMATICAL PHYSICS, 2014, 21 (02) : 149 - 165
[10] Random Lie symmetries of Ito stochastic differential equations
Kozlov, Roman
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2018, 51 (30)

← 1 2 3 4 5 →