Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems

DOI10.1016/j.jmaa.2004.05.003zbMath1127.60064OpenAlexW2080400565MaRDI QIDQ1883081

Claes Jogréus, Gazanfer Ünal, Nail H. Ibragimov

Publication date: 1 October 2004

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2004.05.003

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (12)

Approximate Q-conditional symmetries of partial differential equations ⋮ Symmetry of stochastic non-variational differential equations ⋮ A New Set of Admitted Transformations for Autonomous Stochastic Ordinary Differential Equations ⋮ On the definition of an admitted Lie group for stochastic differential equations ⋮ A consistent approach to approximate Lie symmetries of differential equations ⋮ Symmetry of the stochastic Rayleigh equation and features of bubble dynamics near the Blake threshold ⋮ A new approach to the group analysis of one-dimensional stochastic differential equations ⋮ Application of group analysis to stochastic equations of fluid dynamics ⋮ Consistent approximate Q-conditional symmetries of PDEs: application to a hyperbolic reaction-diffusion-convection equation ⋮ Unnamed Item ⋮ Random Lie-point symmetries ⋮ Approximate symmetries and similarity solutions for wave equations on liquid films

Cites Work

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• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities
• Integration of stochastic ordinary differential equations from a symmetry standpoint
• A remark on symmetry of stochastic dynamical systems and their conserved quantities
• APPROXIMATE SYMMETRIES
• New conserved quantities derived from symmetry for stochastic dynamical systems
• Lie-point symmetries and stochastic differential equations
• Approximate generalized symmetries, normal forms and approximate first integrals
• Stochastic differential equations. An introduction with applications.

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