Lie point symmetries of Stratonovich stochastic differential equations

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

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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

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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)

Cites Work

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Cited In (26)

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

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