Random Lie-point symmetries

DOI10.1080/14029251.2014.900984MaRDI QIDQ5230941zbMATH OpenOpenAlexFDO

Authors Luis Roberto Lucinger, Pedro J. Catuogno

Publication date 29 August 2019

Published in Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/14029251.2014.900984

zbMATH Keywords

determining equationsIto formulaLie-point symmetriesrandom symmetriesstochastic differential equations

Mathematics Subject Classification ID

Explicit solutions, first integrals of ordinary differential equations (34A05) Symmetries, invariants of ordinary differential equations (34C14) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• A remark on symmetry of stochastic dynamical systems and their conserved quantities
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• Integration of stochastic ordinary differential equations from a symmetry standpoint
• Lie-point symmetries and stochastic differential equations
• Lie-point symmetries and stochastic differential equations: II
• New conserved quantities derived from symmetry for stochastic dynamical systems
• Normal forms for stochastic differential equations
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• On the definition of an admitted Lie group for stochastic differential equations
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• Symmetries of integro-differential equations. With applications in mechanics and plasma physics
• Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities
• Symmetry and integration methods for differential equations
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• When is a stochastic integral a time change of a diffusion?

Cited in

(2)

• W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory
• Symmetry of stochastic non-variational differential equations

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