The comparative analysis of groups admitted by Itô's stochastic equation and the corresponding direct Kolmogorov equation

MaRDI QIDQ5487537zbMATHFDO

Authors O. V. Aleksandrova

Publication date 19 September 2006

zbMATH Keywords

group analysisnonlinear stochastic equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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