W-symmetries of jump-diffusion Itô stochastic differential equations

DOI10.1007/S11071-017-3848-8MaRDI QIDQ1663736zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 43057 (Why is no real title available?)
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• W-symmetries of jump-diffusion Itô stochastic differential equations

Cited in

(8)

• 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
• Weak symmetries of stochastic differential equations driven by semimartingales with jumps
• 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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