Lie infinitesimal conserved quantities for Itô stochastic ODEs

DOI10.3390/MCA15040601MaRDI QIDQ636099zbMATH OpenOpenAlexFDO

Authors E. Fredericks, F. M. Mahomed, K. Masike

Publication date 25 August 2011

Published in Mathematical \& Computational Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/mca15040601

zbMATH Keywords

symmetrystochastic differential equationsconserved quantities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Symmetries, invariants of ordinary differential equations (34C14) Ordinary differential equations and systems with randomness (34F05)

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