Some recent developments on Lie symmetry analysis of stochastic differential equations

DOI10.1007/978-3-030-87432-2_1zbMath1499.60176MaRDI QIDQ2107405

Francesco C. De Vecchi, Sergio A. Albeverio

Publication date: 1 December 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-87432-2_1

zbMATH Keywords

stochastic differential equations; Kolmogorov equation; Lie symmetry analysis; Noether stochastic theorem

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

58D19: Group actions and symmetry properties

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

60J76: Jump processes on general state spaces