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

页码：679 / 687

页数：9

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