Lie-point symmetries and stochastic differential equations

被引：60

作者：

Gaeta, G ^{[1
]}

Quintero, NR ^{[1
]}

机构：

[1] Univ Carlos III Madrid, Dept Matemat, Grp Interdisciplinar Sistemas Complicados, E-28911 Leganes, Spain

来源：

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 1999年 / 32卷 / 48期

关键词：

D O I：

10.1088/0305-4470/32/48/310

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We discuss Lie-point symmetries of stochastic (ordinary) differential equations, and the interrelations between these and analogous symmetries of the associated Fokker-Planck equation for the probability measure.

引用

页码：8485 / 8505

页数：21

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