Data di Pubblicazione:
2023
Citazione:
Integrable Ito equations and properties of the associated Fokker-Planck equations / G. Gaeta, M.A. Rodriguez. - In: OPEN COMMUNICATIONS IN NONLINEAR MATHEMATICAL PHYSICS. - ISSN 2802-9356. - 3:(2023 Jun 21), pp. ocnmp:11380.67-ocnmp:11380.90. [10.46298/ocnmp.11380]
Abstract:
In a recent paper we have classified scalar Ito equations which admits a standard symmetry; these are also directly integrable by the Kozlov substitution. In the present work, we consider the diffusion (Fokker-Planck) equations associated to such symmetric Ito equations.
Tipologia IRIS:
01 - Articolo su periodico
Keywords:
Stochastic differential equations; Symmetry; Diffusion equations;
Elenco autori:
G. Gaeta, M.A. Rodriguez
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