A new approach to the group analysis of one-dimensional stochastic differential equations

DOI10.1134/S0021894414020011zbMath1398.60075MaRDI QIDQ461799

M. A. Abdullin, F. S. Nasyrov, Sergey V. Meleshko

Publication date: 14 October 2014

Published in: Journal of Applied Mechanics and Technical Physics (Search for Journal in Brave)

zbMATH Keywords

symmetrystochastic differential equationsgroup analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Geometric theory, characteristics, transformations in context of PDEs (35A30)

Related Items (2)

Existence, uniqueness and continuous dependence of solutions to conformable stochastic differential equations ⋮ Stability of solutions of Caputo fractional stochastic differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Symmetries of integro-differential equations. With applications in mechanics and plasma physics
• Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities
• Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems
• On the definition of an admitted Lie group for stochastic differential equations
• Symmetries and conserved quantities of stochastic dynamical control systems
• Group analysis of the Itô stochastic system
• Integration of stochastic ordinary differential equations from a symmetry standpoint
• A New Set of Admitted Transformations for Autonomous Stochastic Ordinary Differential Equations
• On the definition of an admitted Lie group for stochastic differential equations with multi-Brownian motion
• A remark on symmetry of stochastic dynamical systems and their conserved quantities
• New conserved quantities derived from symmetry for stochastic dynamical systems
• Lie-point symmetries and stochastic differential equations
• Handbook of stochastic methods for physics, chemistry and natural sciences.

This page was built for publication: A new approach to the group analysis of one-dimensional stochastic differential equations