On the integration of Ito equations with a random or a W-symmetry

被引:0
作者
Gaeta, G. [1 ,2 ]
机构
[1] Univ Milan, Dipartimento Matemat, Via Saldini 50, I-20133 Milan, Italy
[2] SMRI, I-00058 Santa Marinella, Italy
关键词
LIE-POINT SYMMETRIES; STOCHASTIC CALCULUS;
D O I
10.1063/5.0141333
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Symmetries can be used to integrate scalar Ito equation - or reduce systems of such equations - by the Kozlov substitution, i.e. passing to symmetry adapted coordinates. While the theory is well established for so called deterministic standard symmetries (the class originally studied by Kozlov), some points need clarification for so called random standard symmetries and W-symmetries. This paper is devoted to such clarification; in particular we note that the theory naturally calls, for these classes of symmetries, to also consider generalized Ito equations; and that while Kozlov theory is extended substantially unharmed for random standard symmetries, W-symmetries should be handled with great care, and cannot be used towards integration of stochastic equations, albeit they have different uses.
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页数:30
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