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

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

Juan-Pablo Ortega, Joan-Andreu Lázaro-Camí

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 equation; reconstruction; symmetry reduction; skew-product decomposition; Hamilton stochastic differential equation; symmetric SDE

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34A26: Geometric methods in ordinary differential equations

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