Linearization of a second-order stochastic ordinary differential equation
DOI10.1142/S1402925111001696zbMATH Open1235.60068OpenAlexW2110874544WikidataQ115244610 ScholiaQ115244610MaRDI QIDQ3095759FDOQ3095759
Authors: Sergey V. Meleshko, Eckart Schulz 
Publication date: 3 November 2011
Published in: Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s1402925111001696
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Cites Work
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- Methods for constructing exact solutions of partial differential equations. Mathematical and analytical techniques with applications to engineering
- Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions
- On the definition of an admitted Lie group for stochastic differential equations
- Lie-point symmetries and stochastic differential equations
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