
handle: 2434/982229
The classification of scalar Ito equations with a single noise source which admit a so called standard symmetry and hence are -- by the Kozlov construction -- integrable is by now complete. In this paper we study the situation, occurring in physical as well as biological applications, where there are two independent noise sources. We determine all such autonomous Ito equations admitting a standard symmetry; we then integrate them by means of the Kozlov construction. We also consider the case of three or more independent noises, showing no standard symmetry is present.
mathematical physics, QA1-939, FOS: Physical sciences, Mathematical Physics (math-ph), stochastic differential equations, Mathematics, Mathematical Physics
mathematical physics, QA1-939, FOS: Physical sciences, Mathematical Physics (math-ph), stochastic differential equations, Mathematics, Mathematical Physics
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