Lie infinitesimal conserved quantities for Itô stochastic ODEs
DOI10.3390/MCA15040601zbMATH Open1245.34065OpenAlexW2407286311MaRDI QIDQ636099FDOQ636099
Authors: E. Fredericks, F. M. Mahomed, K. Masike 
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
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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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