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：

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 2000年 / 33卷 / 27期

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

页码：4883 / 4902

页数：20

共 50 条

[21] Lie remarkable partial differential equations characterized by Lie algebras of point symmetries
Gorgone, Matteo
Oliveri, Francesco
JOURNAL OF GEOMETRY AND PHYSICS, 2019, 144 : 314 - 323
[22] LIE-POINT SYMMETRIES OF DISCRETE VERSUS CONTINUOUS DYNAMICAL-SYSTEMS
GAETA, G
PHYSICS LETTERS A, 1993, 178 (5-6) : 376 - 384
[23] Lie Point Symmetries of Autonomous Scalar First-Order Itô Stochastic Delay Ordinary Differential Equations
Aminu Ma’aruf Nass
Journal of Theoretical Probability, 2022, 35 : 1939 - 1951
[24] Integrability of systems of ordinary differential equations via Lie point symmetries
Al-Kindi, Fatma
Mahomed, Fazal M.
Ziad, Muhammad
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2021, 44 (11) : 9373 - 9392
[25] Lie algebra automorphisms as Lie-point symmetries and the solution space for Bianchi type I, II, IV, V vacuum geometries
Terzis, Petros A.
Christodoulakis, T.
CLASSICAL AND QUANTUM GRAVITY, 2012, 29 (23)
[26] Lie Point Symmetries of Autonomous Scalar First-Order Ito Stochastic Delay Ordinary Differential Equations
Nass, Aminu Ma'aruf
JOURNAL OF THEORETICAL PROBABILITY, 2022, 35 (03) : 1939 - 1951
[27] On symmetries of stochastic differential equations
Kozlov, Roman
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2012, 17 (12) : 4947 - 4951
[28] A REDUCE PROGRAM FOR DETERMINING POINT AND CONTACT LIE SYMMETRIES OF DIFFERENTIAL-EQUATIONS
ELISEEV, VP
FEDOROVA, RN
KORNYAK, VV
COMPUTER PHYSICS COMMUNICATIONS, 1985, 36 (04) : 383 - 389
[29] THE COMPUTER CALCULATION OF LIE POINT SYMMETRIES OF LARGE SYSTEMS OF DIFFERENTIAL-EQUATIONS
CHAMPAGNE, B
HEREMAN, W
WINTERNITZ, P
COMPUTER PHYSICS COMMUNICATIONS, 1991, 66 (2-3) : 319 - 340
[30] Lie point symmetries and exact solutions of quasilinear differential equations with critical exponents
Bozhkov, Y
Martins, ACG
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2004, 57 (5-6) : 773 - 793

← 1 2 3 4 5 →