Lie-point symmetries and stochastic differential equations: II

被引:26
|
作者
Gaeta, G [1 ]
机构
[1] Univ Roma La Sapienza, Dipartimento Fis, I-00185 Rome, Italy
来源
关键词
D O I
10.1088/0305-4470/33/27/306
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We complement the discussion of symmetries of Ito equations given in Gaeta and Rodriguez Quintero (1999 J. Phys. A: Math. Gen. 32 8485-505) by considering transformations acting on vector Wiener processes as well, together with discrete symmetries. We also discuss symmetries for the random dynamical system defined by an Ito equation, and show that there are, in general, more than the symmetries of the one-particle process defined by the same Ito equation.
引用
收藏
页码:4883 / 4902
页数:20
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