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

zbMATH Open1097.60044MaRDI QIDQ5487537FDOQ5487537

O. V. Aleksandrova

Publication date: 19 September 2006

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zbMATH Keywords

group analysisnonlinear stochastic equation

Mathematics Subject Classification ID

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

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