On the definition of an admitted Lie group for stochastic differential equations

DOI10.1016/j.cnsns.2006.02.001zbMath1118.35080OpenAlexW2125709652WikidataQ115358809 ScholiaQ115358809MaRDI QIDQ2373514

Boonlert Srihirun, Eckart Schulz, Sergey V. Meleshko

Publication date: 11 July 2007

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2006.02.001

zbMATH Keywords

stochastic processrandom time changeLie group of transformations

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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