Lie point symmetries of Stratonovich stochastic differential equations

DOI10.1088/1751-8121/AAE753zbMATH Open1411.60099OpenAlexW2896828182MaRDI QIDQ4629635FDOQ4629635

Authors

Publication date 27 March 2019

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

Full work available at URL https://doi.org/10.1088/1751-8121/aae753

zbMATH Keywords

stochastic differential equationsLie point symmetryLie group transformationStratonovich sdes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Symmetries, invariants, etc. in context of PDEs (35B06) PDEs of infinite order (35R50)

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Cited in

(26)

• Erratum: “Random Lie-point symmetries of stochastic differential equations” [J. Math. Phys. 58, 053503 (2017)]
• Symmetries of \(n\)th-order approximate stochastic ordinary differential equations
• W-symmetries of Ito stochastic differential equations
• W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory
• Lie symmetry reductions and integrability of approximated small delay stochastic differential equations
• Symmetries of stochastic differential equations: a geometric approach
• Symmetries of first‐order stochastic ordinary differential equations revisited
• On Lie-point symmetries for Ito stochastic differential equations
• Integrable autonomous scalar Ito equations with multiple noise sources
• Lie-point symmetries and stochastic differential equations: II
• Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries
• Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field
• Symmetries of stochastic differential equations using Girsanov transformations
• \(W\)-symmetries of jump-diffusion Itô stochastic differential equations
• Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
• Random Lie-point symmetries of stochastic differential equations
• Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations
• Random Lie-point symmetries
• Integration of the stochastic logistic equation via symmetry analysis
• On the integration of Ito equations with a random or a W-symmetry
• Some recent developments on Lie symmetry analysis of stochastic differential equations
• Random Lie symmetries of Itô stochastic differential equations
• Symmetry classification of scalar Ito equations with multiplicative noise
• Integrable Ito equations and properties of the associated Fokker-Planck equations
• Symmetries of systems of stochastic differential equations with diffusion matrices of full rank
• Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations

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