W-symmetries of jump-diffusion Itô stochastic differential equations

DOI10.1007/S11071-017-3848-8zbMATH Open1393.34059OpenAlexW2762614476MaRDI QIDQ1663736FDOQ1663736

Aminu M. Nass, E. Fredericks

Publication date: 22 August 2018

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-017-3848-8

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zbMATH Keywords

Lie symmetriesjump-diffusion processrandom time

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Symmetries, invariants of ordinary differential equations (34C14) Ordinary differential equations and systems with randomness (34F05)

Cites Work

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• Reductions and exact solutions of the \((2+1)\)-dimensional breaking soliton equation via conservation laws
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• \(W\)-symmetries of jump-diffusion Itô stochastic differential equations
• Lie-point symmetries and stochastic differential equations: II

Cited In (7)

• Symmetry analysis of space-time fractional Poisson equation with a delay
• Lie symmetry analysis and exact solutions of fractional ordinary differential equations with neutral delay
• Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations
• Lie symmetry reductions and integrability of approximated small delay stochastic differential equations
• \(W\)-symmetries of jump-diffusion Itô stochastic differential equations
• Symmetry classification of scalar Ito equations with multiplicative noise
• W-symmetries of Ito stochastic differential equations

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