Infinitesimal symmetry transformations of the Langevin equation

DOI10.1088/0305-4470/21/11/010zbMATH Open0663.58029OpenAlexW1994538744MaRDI QIDQ3812965FDOQ3812965

Authors: J. J. Soares Neto, J. D. M. Vianna 

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1088/0305-4470/21/11/010

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zbMATH Keywords

Lie algebrainfinitesimal invariance transformationsLangevin (stochastic) equation

Mathematics Subject Classification ID

Lie algebras and Lie superalgebras (17B99) Applications of dynamical systems (37N99)

Cited In (2)

• Lie algebras of classical and stochastic electrodynamics
• Generating functions and existence of contact symmetries of third order scalar ordinary differential equations

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