Lie symmetry reductions and integrability of approximated small delay stochastic differential equations

DOI10.1007/S13370-020-00820-2zbMATH Open1474.35050OpenAlexW3047678314MaRDI QIDQ2035892FDOQ2035892

Authors: Aminu M. Nass, Kassimu Mpungu 

Publication date: 25 June 2021

Published in: Afrika Matematika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13370-020-00820-2

Recommendations

• scientific article; zbMATH DE number 1867161
• Some recent developments on Lie symmetry analysis of stochastic differential equations
• Symmetry and integrability for stochastic differential equations
• On Lie-point symmetries for Ito stochastic differential equations
• Lie point symmetries of Stratonovich stochastic differential equations
• Lie-point symmetries and stochastic differential equations
• Lie-point symmetries and stochastic differential equations: II
• Reduction and reconstruction of stochastic differential equations via symmetries
• Random Lie symmetries of Itô stochastic differential equations
• Random Lie-point symmetries of stochastic differential equations

zbMATH Keywords

stochastic differential equationLie symmetrysmall delay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Symmetries, invariants, etc. in context of PDEs (35B06) Invariance and symmetry properties for PDEs on manifolds (58J70)

Cites Work

• Stochastic differential equations and applications.
• Title not available (Why is that?)
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• The group classification of a scalar stochastic differential equation
• Symmetry of stochastic equations
• Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities
• Lie-point symmetries and stochastic differential equations
• On Lie Group Classification of a Scalar Stochastic Differential Equation
• On symmetries of stochastic differential equations
• Stochastic delay-differential equations
• Symmetries of systems of stochastic differential equations with diffusion matrices of full rank
• Symmetries of first‐order stochastic ordinary differential equations revisited
• Lie symmetry analysis and exact solutions of the time-fractional biological population model
• Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
• When is a stochastic integral a time change of a diffusion?
• \(W\)-symmetries of jump-diffusion Itô stochastic differential equations
• Lie-point symmetries and stochastic differential equations: II
• Symmetry of stochastic non-variational differential equations
• Symmetry and integrability for stochastic differential equations
• Lie symmetry analysis and exact solutions of fractional ordinary differential equations with neutral delay
• On maximal Lie point symmetry groups admitted by scalar stochastic differential equations
• Lie point symmetries of Stratonovich stochastic differential equations
• Random Lie symmetries of Itô stochastic differential equations
• Symmetry analysis of space-time fractional Poisson equation with a delay
• Title not available (Why is that?)

Cited In (1)

• Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations

This page was built for publication: Lie symmetry reductions and integrability of approximated small delay stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2035892)