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

DOI10.1134/S0021894414020011MaRDI QIDQ461799zbMATH OpenFDO

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

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) Geometric theory, characteristics, transformations in context of PDEs (35A30) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites work

• scientific article; zbMATH DE number 2169739 (Why is no real title available?)
• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
• A new set of admitted transformations for autonomous stochastic ordinary differential equations
• A remark on symmetry of stochastic dynamical systems and their conserved quantities
• Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems
• Group analysis of the Itô stochastic system
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• Integration of stochastic ordinary differential equations from a symmetry standpoint
• Lie-point symmetries and stochastic differential equations
• New conserved quantities derived from symmetry for stochastic dynamical systems
• On the definition of an admitted Lie group for stochastic differential equations
• On the definition of an admitted Lie group for stochastic differential equations with multi-Brownian motion
• Symmetries and conserved quantities of stochastic dynamical control systems
• Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities
• Symmetries of integro-differential equations. With applications in mechanics and plasma physics
• Symmetry of stochastic equations

Cited in

(6)

• scientific article; zbMATH DE number 1960286 (Why is no real title available?)
• scientific article; zbMATH DE number 2169739 (Why is no real title available?)
• Application of group analysis to stochastic equations of fluid dynamics
• Existence, uniqueness and continuous dependence of solutions to conformable stochastic differential equations
• The comparative analysis of groups admitted by Itô's stochastic equation and the corresponding direct Kolmogorov equation
• Stability of solutions of Caputo fractional stochastic differential equations

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