Symmetry classification of scalar Ito equations with multiplicative noise

Articolo

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: