Data di Pubblicazione:
2017
Citazione:
Random Lie-point symmetries of stochastic differential equations / G. Gaeta, F. Spadaro. - In: JOURNAL OF MATHEMATICAL PHYSICS. - ISSN 0022-2488. - 58:5(2017 May), pp. 053503.1-053503.20. [10.1063/1.4982639]
Abstract:
We study the invariance of stochastic differential equations under random diffeomorphisms
and establish the determining equations for random Lie-point symmetries of
stochastic differential equations, both in Ito and in Stratonovich forms. We also discuss
relations with previous results in the literature.
Tipologia IRIS:
01 - Articolo su periodico
Elenco autori:
G. Gaeta, F. Spadaro
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