Symmetries of $n$ th-Order Approximate Stochastic Ordinary Differential Equations

Other literature type, Article English OPEN
E. Fredericks; F. M. Mahomed;
(2012)

Symmetries of $n$ th-order approximate stochastic ordinary differential equations (SODEs) are studied. The determining equations of these SODEs are derived in an Itô calculus context. These determining equations are not stochastic in nature. SODEs are normally ... View more
  • References (7)

    Fredericks, E., Mahomed, F. M.. A formal approach for handling Lie point symmetries of scalar first-order Itô stochastic ordinary differential equations. Journal of Nonlinear Mathematical Physics. 2008; 15: 44-59

    Fredericks, E., Mahomed, F. M.. An alternative “W-symmetries” approach to Lie point symmetries of scalar first-order itô stochastic ordinary differential equations.

    Ibragimov, N. H., Ünal, G., Jogréus, C.. Group analysis of stochastic differential systems: approximate symmetries and conservation laws. ALGA. 2004; 1: 95-126

    Ünal, G.. Symmetries of Itô and Stratonovich dynamical systems and their conserved quantities. Nonlinear Dynamics. 2003; 32 (4): 417-426

    Wafo Soh, C., Mahomed, F. M.. Integration of stochastic ordinary differential equations from a symmetry standpoint. Journal of Physics A. 2001; 34 (1): 177-192

    Fredericks, E., Mahomed, F. M.. Symmetries of first-order stochastic ordinary differential equations revisited. Mathematical Methods in the Applied Sciences. 2007; 30 (16): 2013-2025

    Brzeźniak, Z., Zastawniak, T.. Basic Stochastic Processes. 2002

  • Metrics
Share - Bookmark