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
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