Integration of stochastic ordinary differential equations from a symmetry standpoint

DOI10.1088/0305-4470/34/1/314zbMath0982.60050OpenAlexW2000216824MaRDI QIDQ2716823

F. M. Mahomed, C. Wafo Soh

Publication date: 16 May 2001

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/34/1/314

zbMATH Keywords

Lie algebraLie groupstochastic ordinary differential equationssymmetry of Ito equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Lie groups to the sciences; explicit representations (22E70) General theory for ordinary differential equations (34A99)

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Symmetry of stochastic non-variational differential equations ⋮ Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems ⋮ On the definition of an admitted Lie group for stochastic differential equations ⋮ Exact linearization of one-dimensional jump-diffusion stochastic differential equations ⋮ \(W\)-symmetries of jump-diffusion Itô stochastic differential equations ⋮ Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations ⋮ Symmetries of \(n\)th-order approximate stochastic ordinary differential equations ⋮ A new approach to the group analysis of one-dimensional stochastic differential equations ⋮ Application of group analysis to stochastic equations of fluid dynamics ⋮ Lie point symmetries of Stratonovich stochastic differential equations ⋮ On symmetries of the Fokker-Planck equation ⋮ On Lie Group Classification of a Scalar Stochastic Differential Equation ⋮ Random Lie-point symmetries of stochastic differential equations ⋮ Symmetries of first‐order stochastic ordinary differential equations revisited ⋮ Random Lie symmetries of Itô stochastic differential equations ⋮ Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations ⋮ Unnamed Item ⋮ Random Lie-point symmetries ⋮ Symmetry analysis of space-time fractional Poisson equation with a delay

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