Group Classification of Systems of Two Linear Second-Order Stochastic Ordinary Differential Equations

被引：0

作者：

Mkhize, T. G. ^{[1
,2
,4
]}

Oguis, G. F. ^{[3
]}

Govinder, K. ^{[4
]}

Moyo, S. ^{[1
,2
]}

Meleshko, S., V ^{[5
]}

机构：

[1] Durban Univ Technol, Dept Math, POB 1334, ZA-4000 Durban, South Africa

[2] Durban Univ Technol, Inst Syst Sci, POB 1334, ZA-4000 Durban, South Africa

[3] Univ Philippines Mindanao Mintal, Dept Math Phys & Comp Sci, Davao 8022, Philippines

[4] Univ KwaZulu Natal, Sch Math Stat & Comp Sci, Private Bag X54001, ZA-4000 Durban, South Africa

[5] Suranaree Univ Technol, Sch Math, Inst Sci, Nakhon Ratchasima 30000, Thailand

来源：

MODERN TREATMENT OF SYMMETRIES, DIFFERENTIAL EQUATIONS AND APPLICATIONS (SYMMETRY 2019) | 2019年 / 2153卷

基金：

新加坡国家研究基金会;

关键词：

DYNAMICAL-SYSTEMS; LIE GROUP; SYMMETRY;

D O I：

10.1063/1.5125077

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper considers the underlying group theoretic properties of a system of two linear second-order stochastic ordinary differential equations (SODEs) with constant coefficients. The approach involves obtaining the corresponding determining equations of the system of equations and their corresponding equivalent transformations which assist with further classifying the system for selected cases. It is postulated that the approach used here can be applied to all other cases that should help obtain the full classification of the system.

引用

页数：8

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