Title of article
Symmetries of first-order stochastic ordinary differential equations revisited
Author/Authors
Mahomed، F. M. نويسنده , , Fredericks، E. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
-2012
From page
2013
To page
0
Abstract
Symmetries of stochastic ordinary differential equations (SODEs) are analysed. This work focuses on maintaining the properties of the Weiner processes after the application of infinitesimal transformations. The determining equations (DEs) for first-order SODEs are derived in an Ito calculus context. These DEs are non-stochastic. This article reconciles earlier works in this area.
Keywords
stationary processes , invariants , symmetries
Journal title
MATHEMATICAL METHODS IN THE APPLIED SCIENCES
Serial Year
2007
Journal title
MATHEMATICAL METHODS IN THE APPLIED SCIENCES
Record number
48718
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