REDUCTION, RECONSTRUCTION, AND SKEW-PRODUCT DECOMPOSITION OF SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1142/S0219493709002531zbMath1187.60045arXiv0705.3156OpenAlexW2166376265MaRDI QIDQ3622766

Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega

Publication date: 28 April 2009

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.3156

zbMATH Keywords

stochastic differential equationreconstructionsymmetry reductionskew-product decompositionHamilton stochastic differential equationsymmetric SDE

Mathematics Subject Classification ID

Related Items (17)

Symmetry of stochastic non-variational differential equations ⋮ Symmetries of stochastic differential equations: A geometric approach ⋮ Symmetries of stochastic differential equations using Girsanov transformations ⋮ Homogenisation on homogeneous spaces ⋮ Reduction and integrability of stochastic dynamical systems ⋮ Weak symmetries of stochastic differential equations driven by semimartingales with jumps ⋮ Splitting integrators for stochastic Lie–Poisson systems ⋮ Reduction and reconstruction of stochastic differential equations via symmetries ⋮ W-symmetries of Ito stochastic differential equations ⋮ A note on symmetries of diffusions within a martingale problem approach ⋮ GENERALIZED FRACTIONAL HYBRID HAMILTON–PONTRYAGIN EQUATIONS ⋮ SYMMETRY REDUCTION OF BROWNIAN MOTION AND QUANTUM CALOGERO–MOSER MODELS ⋮ On noisy extensions of nonholonomic constraints ⋮ Random transformations and invariance of semimartingales on Lie groups ⋮ Stochastic variational principles for dissipative equations with advected quantities ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations ⋮ Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries

Cites Work

• Unnamed Item
• Random motion of a rigid body
• On the existence of slices for actions of non-compact Lie groups
• The moment map and collective motion
• Mécanique aléatoire
• Stratified symplectic spaces and reduction
• Reduction of symplectic manifolds with symmetry
• The symplectic reduced spaces of a Poisson action.
• On the geometry of diffusion operators and stochastic flows
• The reduced spaces of a symplectic Lie group action
• Motion of a rigid body under random perturbation
• Second order connections and stochastic horizontal lifts
• The stratified spaces of a symplectic Lie group action
• Bifurcations of Relative Equilibria
• On stochastic horizontal lifts

This page was built for publication: REDUCTION, RECONSTRUCTION, AND SKEW-PRODUCT DECOMPOSITION OF SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS