Data di Pubblicazione:
2023
Citazione:
On the integration of Ito equations with a random or a W-symmetry / G. Gaeta. - In: JOURNAL OF MATHEMATICAL PHYSICS. - ISSN 0022-2488. - 64:12(2023), pp. 123504.1-123504.30. [10.1063/5.0141333]
Abstract:
Symmetries can be used to integrate scalar Ito equation – or reduce systems of such equations – by the Kozlov substitution, i.e. passing
to symmetry adapted coordinates. While the theory is well established for so called deterministic standard symmetries (the class originally
studied by Kozlov), some points need clarification for so called random standard symmetries and W-symmetries. This paper is devoted to such
clarification; in particular we note that the theory naturally calls, for these classes of symmetries, to also consider generalized Ito equations;
and that while Kozlov theory is extended substantially unharmed for random standard symmetries, W-symmetries should be handled with
great care, and cannot be used towards integration of stochastic equations, albeit they have different uses.
Tipologia IRIS:
01 - Articolo su periodico
Elenco autori:
G. Gaeta
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