Lie-point symmetries and stochastic differential equations: II

被引：26

作者：

Gaeta, G ^{[1
]}

机构：

[1] Univ Roma La Sapienza, Dipartimento Fis, I-00185 Rome, Italy

来源：

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 2000年 / 33卷 / 27期

关键词：

D O I：

10.1088/0305-4470/33/27/306

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We complement the discussion of symmetries of Ito equations given in Gaeta and Rodriguez Quintero (1999 J. Phys. A: Math. Gen. 32 8485-505) by considering transformations acting on vector Wiener processes as well, together with discrete symmetries. We also discuss symmetries for the random dynamical system defined by an Ito equation, and show that there are, in general, more than the symmetries of the one-particle process defined by the same Ito equation.

引用

页码：4883 / 4902

页数：20

共 6 条

[1] Normal forms for stochastic differential equations
Arnold, L
Imkeller, P
[J]. PROBABILITY THEORY AND RELATED FIELDS, 1998, 110 (04) : 559 - 588
[2] Arnold L., 1998, Springer Monographs in Mathematics
[3] Discrete symmetries of differential equations
Gaeta, G
Rodriquez, MA
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1996, 29 (04): : 859 - 880
[4] Lie-point symmetries and stochastic differential equations
Gaeta, G
Quintero, NR
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1999, 32 (48): : 8485 - 8505
[5] Olver PJ., 1986, Applications of Lie groups to differential equations
[6] Van Kampen N. G., 1992, STOCHASTIC PROCESSES

← 1 →