Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
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Publication:2167620
Abstract: We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the deterministic one, such as conditional, partial and asymptotic symmetries. A number of explicit examples are presented.
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Cited in
(6)- scientific article; zbMATH DE number 4163843 (Why is no real title available?)
- Symmetry classification of scalar Ito equations with multiplicative noise
- W-symmetries of Ito stochastic differential equations
- On the integration of Ito equations with a random or a W-symmetry
- Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
- Integrable autonomous scalar Ito equations with multiple noise sources
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