• 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