On the definition of an admitted Lie group for stochastic differential equations

DOI10.1016/j.cnsns.2006.02.001zbMath1118.35080WikidataQ115358809 ScholiaQ115358809MaRDI QIDQ2373514

Boonlert Srihirun, Eckart Schulz, Sergey V. Meleshko

Publication date: 11 July 2007

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2006.02.001

zbMATH Keywords

stochastic process; random time change; Lie group of transformations

Mathematics Subject Classification ID

60J65: Brownian motion

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

35R60: PDEs with randomness, stochastic partial differential equations

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