Weak symmetries of stochastic differential equations driven by semimartingales with jumps
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Publication:2184605
DOI10.1214/20-EJP440zbMath1465.60046arXiv1904.10963MaRDI QIDQ2184605
Paola Morando, Stefania Ugolini, Francesco C. De Vecchi, Sergio A. Albeverio
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.10963
stochastic differential equations; Lie symmetry analysis; semimartingales with jumps; stochastic processes on manifolds
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48: Generalizations of martingales
58D19: Group actions and symmetry properties