Symmetries of \(n\)th-order approximate stochastic ordinary differential equations (Q1952808): Difference between revisions
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| Property / cites work: Symmetries of first‐order stochastic ordinary differential equations revisited / rank | |||
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| Property / cites work: Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities / rank | |||
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| Property / cites work: Integration of stochastic ordinary differential equations from a symmetry standpoint / rank | |||
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| Property / cites work: Q4223087 / rank | |||
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| Property / DBLP publication ID: journals/jam/FredericksM12 / rank | |||
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Latest revision as of 05:52, 13 November 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetries of \(n\)th-order approximate stochastic ordinary differential equations |
scientific article |
Statements
Symmetries of \(n\)th-order approximate stochastic ordinary differential equations (English)
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3 June 2013
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Summary: Symmetries of \(n\)th-order approximate stochastic ordinary differential equations (SODEs) are studied. The determining equations of these SODEs are derived in an Itō calculus context. These determining equations are not stochastic in nature. SODEs are normally used to model nature (e.g., earthquakes) or for testing the safety and reliability of models in construction engineering when looking at the impact of random perturbations.
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stochastic ordinary differential equations
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Itō calculus
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