Symmetries of \(n\)th-order approximate stochastic ordinary differential equations (Q1952808): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:21, 5 March 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)
0 references
3 June 2013
0 references
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.
0 references
stochastic ordinary differential equations
0 references
Itō calculus
0 references
