Symmetry classification of scalar Ito equations with multiplicative noise

被引：1
|
作者：
Gaeta, Giuseppe [1 ,2 ]
Spadaro, Francesco [3 ]
机构：
[1] Univ Milan, Dipartimento Matemat, Via Saldini 50, I-20133 Milan, Italy
[2] SMRI, I-00058 Santa Marinella, Italy
[3] EPFL SB MATHAA CSFT, Batiment MA Stn 8, CH-1015 Lausanne, Switzerland
来源：
JOURNAL OF NONLINEAR MATHEMATICAL PHYSICS | 2020年 / 27卷 / 04期
关键词：
Symmetry; Stochastic differential equations; Multiplicative noise; LIE-POINT SYMMETRIES;
D O I：
10.1080/14029251.2020.1819615
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We provide a symmetry classification of scalar stochastic equations with multiplicative noise. These equations can be integrated by means of the Kozlov procedure, by passing to symmetry adapted variables.
引用
收藏
页码：679 / 687
页数：9
相关论文
共 50 条
  • [1] Symmetry classification of scalar Ito equations with multiplicative noise
    Giuseppe Gaeta
    Francesco Spadaro
    Journal of Nonlinear Mathematical Physics, 2020, 27 : 679 - 687
  • [2] Symmetry classification of first integrals for scalar dynamical equations
    Mahomed, K. S.
    Momoniat, E.
    INTERNATIONAL JOURNAL OF NON-LINEAR MECHANICS, 2014, 59 : 52 - 59
  • [3] Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
    Gaeta, Giuseppe
    Kozlov, Roman
    Spadaro, Francesco
    MATHEMATICS IN ENGINEERING, 2022, 4 (05): : 1 - 52
  • [4] Self-propelled collective motion with multiplicative scalar noise
    Haghsheno, Fatemeh
    Mehrafarin, Mohammad
    MODERN PHYSICS LETTERS B, 2024, 38 (35):
  • [5] On the integration of Ito equations with a random or a W-symmetry
    Gaeta, G.
    JOURNAL OF MATHEMATICAL PHYSICS, 2023, 64 (12)
  • [6] The exact solutions for the nonlinear Schrodinger equation forced by multiplicative noise on Ito sense
    Mohammed, W. W.
    Abdelrahman, M. A. E.
    Boulares, H.
    Khelifi, F.
    Elabbasy, E. M.
    Aly, E. S.
    INTERNATIONAL JOURNAL OF MATHEMATICS AND COMPUTER SCIENCE, 2021, 16 (04) : 1147 - 1159
  • [7] Optical solitons in the Sasa-Satsuma model with multiplicative noise via Ito calculus
    Zayed, Elsayed M. E.
    Shohib, Reham M. A.
    Alngar, Mohamed E. M.
    Biswas, Anjan
    Yildirim, Yakup
    Dakova, Anelia
    Alshehri, Hashim M.
    Belic, Milivoj R.
    UKRAINIAN JOURNAL OF PHYSICAL OPTICS, 2022, 23 (01) : 9 - 14
  • [8] Exact solutions of Hirota-Maccari system forced by multiplicative noise in the Ito sense
    Mohammed, Wael W.
    Ahmad, Hijaz
    Boulares, Hamid
    Khelifi, Fathi
    El-Morshedy, Mahmoud
    JOURNAL OF LOW FREQUENCY NOISE VIBRATION AND ACTIVE CONTROL, 2022, 41 (01) : 74 - 84
  • [9] Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise
    Fontbona, Joaquin
    Panloup, Fabien
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2017, 53 (02): : 503 - 538
  • [10] RATE OF CONVERGENCE TO EQUILIBRIUM OF FRACTIONAL DRIVEN STOCHASTIC DIFFERENTIAL EQUATIONS WITH ROUGH MULTIPLICATIVE NOISE
    Deya, Aurelien
    Panloup, Fabien
    Tindel, Samy
    ANNALS OF PROBABILITY, 2019, 47 (01) : 464 - 518
12345