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.
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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