Data di Pubblicazione:
2020
Citazione:
Symmetry classification of scalar Ito equations with multiplicative noise / G. Gaeta, F. Spadaro. - In: JOURNAL OF NONLINEAR MATHEMATICAL PHYSICS. - ISSN 1402-9251. - 27:4(2020), pp. 679-687. [10.1080/14029251.2020.1819615]
Abstract:
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.
Tipologia IRIS:
01 - Articolo su periodico
Keywords:
Multiplicative noise; Stochastic differential equations; Symmetry
Elenco autori:
G. Gaeta, F. Spadaro
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