Integrable Ito equations and properties of the associated Fokker-Planck equations

Academic Article

Publication Date:

2023

Citation:

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.

IRIS type:

01 - Articolo su periodico

Keywords:

Stochastic differential equations; Symmetry; Diffusion equations;

List of contributors: