Conserved quantities and symmetries related to stochastic dynamical systems
Publication:1974125
DOI10.1023/A:1004095516648zbMath1010.37030OpenAlexW2094293226MaRDI QIDQ1974125
Publication date: 5 June 2002
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004095516648
similarity methodstochastic differential equations of Stratonovich typestochastic Hamilton dynamical systems
Hamilton's equations (70H05) Ordinary differential equations and systems with randomness (34F05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10)
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