Lie infinitesimal conserved quantities for Itô stochastic ODEs

DOI10.3390/MCA15040601zbMath1245.34065OpenAlexW2407286311MaRDI QIDQ636099

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

Publication date: 25 August 2011

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

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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