Conserved quantities and symmetry for stochastic dynamical systems

DOI10.1016/0375-9601(94)90150-3zbMATH Open0941.34512OpenAlexW1967174677MaRDI QIDQ1965099FDOQ1965099

Publication date: 6 February 2000

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0375-9601(94)90150-3

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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03)

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Stochastic calculus of variations
Stochastic dynamics: A review of stochastic calculus of variations
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Random dynamical systems of integrable quantum mechanics
Noether’s theorem in symmetric stochastic calculus of variations

Cited In (23)

Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
Conserved Quantities of “Random-Time Toda Equation”
Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field
Path description of conserved quantities of generalized periodic box-ball systems
On symmetries of stochastic differential equations
Random transformations and invariance of semimartingales on Lie groups
Some recent developments on Lie symmetry analysis of stochastic differential equations
Title not available (Why is that?)
Chaos, complex transients and noise: illustration with a Kaldor model.
Additive conserved quantities in discrete-time lattice dynamical systems
Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
Stochastic deformation of integrable dynamical systems and random time symmetry
W-symmetries of Ito stochastic differential equations
Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems
Splitting integrators for stochastic Lie–Poisson systems
Stochastic Model of an Integrable Nonlinear System
Current symmetries for particle systems with several conservation laws
Energy conservative stochastic difference scheme for stochastic Hamilton dynamical systems
Symmetries and conserved quantities of stochastic dynamical control systems
Symmetry of stochastic non-variational differential equations
Lie point symmetries of Stratonovich stochastic differential equations
Random Lie symmetries of Itô stochastic differential equations
On symmetries of the Fokker-Planck equation

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