New conserved quantities derived from symmetry for stochastic dynamical systems

DOI10.1088/0305-4470/27/20/004MaRDI QIDQ4874981zbMATH OpenOpenAlexFDO

Authors Tetsuya Misawa

Publication date 24 September 1996

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

Full work available at URL https://doi.org/10.1088/0305-4470/27/20/004

zbMATH Keywords

stochastic differential equations of Stratonovich typesymmetry for stochastic dynamical systems

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Stochastic analysis (60H99)

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Cited in

(23)

• Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems
• On symmetries of stochastic differential equations
• Conserved quantities and symmetry for stochastic dynamical systems
• Conserved quantities and symmetries related to stochastic dynamical systems
• Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
• Linearized wave turbulence convergence results for three-wave systems
• Symmetry of stochastic non-variational differential equations
• Symmetries and conserved quantities of stochastic dynamical control systems
• A remark on symmetry of stochastic dynamical systems and their conserved quantities
• A new approach to the group analysis of one-dimensional stochastic differential equations
• Lie point symmetries of Stratonovich stochastic differential equations
• Random Lie symmetries of Itô stochastic differential equations
• Application of group analysis to stochastic equations of fluid dynamics
• Derivation of Lie groups for some higher order stochastic differential equations
• Random Lie-point symmetries
• On symmetries of the Fokker-Planck equation
• Cartan projective connection spaces and group-theoretic analysis of systems of second-order ordinary differential equations
• Random Lie-point symmetries of stochastic differential equations
• Lie infinitesimal conserved quantities for Itô stochastic ODEs
• Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field
• Current symmetries for particle systems with several conservation laws
• A stochastic version of the Noether theorem
• Chaos, complex transients and noise: illustration with a Kaldor model.

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