Title of article :
Approximate symmetries and conservation laws
for Itô and Stratonovich dynamical systems
Author/Authors :
Nail H. Ibragimov، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2004
Abstract :
A new definition for the approximate symmetries of Itô dynamical system is given. Determining
systems of approximate symmetries for Itô and Stratonovich dynamical systems have been obtained.
It has been shown that approximate conservation laws can be found from the approximate symmetries
of stochastic dynamical systems which do not arise from a Hamiltonian. The results have been
applied to an example.
2004 Elsevier Inc. All rights reserved.
Keywords :
Itô and Stratonovich dynamical systems , Approximate symmetry , Fokker–Planck equation , Conservation laws
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications