On Lie Group Classification of a Scalar Stochastic Differential Equation

DOI10.1142/S1402925111001350zbMath1362.58020WikidataQ115244620 ScholiaQ115244620MaRDI QIDQ5737679

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Publication date: 30 May 2017

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

zbMATH Keywords

stochastic differential equationsgroup classificationLie symmetry analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Invariance and symmetry properties for PDEs on manifolds (58J70) Symmetry analysis, Lie group and Lie algebra methods applied to problems in fluid mechanics (76M60)

Related Items

\(W\)-symmetries of jump-diffusion Itô stochastic differential equations, On symmetries of the Fokker-Planck equation, Lie symmetry reductions and integrability of approximated small delay stochastic differential equations, Random Lie-point symmetries, Stochastic Bifurcations of Group-Invariant Solutions for a Generalized Stochastic Zakharov–Kuznetsov Equation

Cites Work

• Integration of stochastic ordinary differential equations from a symmetry standpoint
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