Reciprocal diffusions and symmetries of parabolic PDE: the nonflat case

DOI10.1023/A:1024813508835zbMATH Open0991.35041OpenAlexW4447832MaRDI QIDQ1598519FDOQ1598519

Authors: Michèle Thieullen 

Publication date: 23 May 2002

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024813508835

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zbMATH Keywords

stochastic Lagrangianone parameter families of transformationsOnsager-Machlup LagrangianOvsiannikov's differential invariants

Mathematics Subject Classification ID

Diffusion processes (60J60) Methods of local Riemannian geometry (53B21) Geometric theory, characteristics, transformations in context of PDEs (35A30) Second-order parabolic equations (35K10) Invariance and symmetry properties for PDEs on manifolds (58J70) Martingales with continuous parameter (60G44)

Cited In (4)

• Nearest-neighbour modelling of reciprocal chains
• Reciprocal processes. A measure-theoretical point of view
• Pinned diffusions and Markov bridges
• Equivalence and symmetries for variable coefficient linear heat type equations. I

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