W-symmetries of Ito stochastic differential equations

DOI10.1063/1.5080434zbMath1414.35269arXiv1905.02802OpenAlexW2943970218WikidataQ127923445 ScholiaQ127923445MaRDI QIDQ5379510

Giuseppe Gaeta

Publication date: 12 June 2019

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.02802

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Symmetries, invariants, etc. in context of PDEs (35B06)

Related Items (9)

Symmetries of stochastic differential equations using Girsanov transformations ⋮ Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations ⋮ Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations ⋮ On the integration of Ito equations with a random or a W-symmetry ⋮ Symmetry classification of scalar Ito equations with multiplicative noise ⋮ W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory ⋮ Integration of the stochastic logistic equation via symmetry analysis ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations ⋮ Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries

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