On Lie Group Classification of a Scalar Stochastic Differential Equation

DOI10.1142/S1402925111001350MaRDI QIDQ5737679zbMATH OpenWikidataFDO

Authors

Publication date 30 May 2017

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1142/S1402925111001350

zbMATH Keywords

stochastic differential equationsLie symmetry analysisgroup classification

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Invariance and symmetry properties for PDEs on manifolds (58J70) Symmetry analysis, Lie group and Lie algebra methods applied to problems in fluid mechanics (76M60)

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Cites work

• scientific article; zbMATH DE number 3890304 (Why is no real title available?)
• scientific article; zbMATH DE number 3762913 (Why is no real title available?)
• scientific article; zbMATH DE number 478435 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• Integration of stochastic ordinary differential equations from a symmetry standpoint

Cited in

(13)

• Lie symmetry reductions and integrability of approximated small delay stochastic differential equations
• Stochastic bifurcations of group-invariant solutions for a generalized stochastic Zakharov-Kuznetsov equation
• W-symmetries of jump-diffusion Itô stochastic differential equations
• Infinitesimal symmetry transformations of the Langevin equation
• Random Lie-point symmetries
• Symmetries of systems of stochastic differential equations with diffusion matrices of full rank
• The group classification of a scalar stochastic differential equation
• On maximal Lie point symmetry groups admitted by scalar stochastic differential equations
• Stochastic geodesics and forward-backward stochastic differential equations on Lie groups
• On the properties of an operator of stochastic differentiation constructed on a group
• On the definition of an admitted Lie group for stochastic differential equations
• Random Lie symmetries of Itô stochastic differential equations
• On symmetries of the Fokker-Planck equation

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