Symmetries of stochastic differential equations: A geometric approach

A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved und...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Journal of mathematical physics 2016-06, Vol.57 (6), p.1
Hauptverfasser:	De Vecchi, Francesco C., Morando, Paola, Ugolini, Stefania
Format:	Artikel
Sprache:	eng
Schlagworte:	ALGEBRA Brownian motion BROWNIAN MOVEMENT CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS DIFFERENTIAL EQUATIONS Differential geometry Economic models GEOMETRY Mathematical analysis Ordinary differential equations Physics Stochastic models STOCHASTIC PROCESSES SYMMETRY Three dimensional motion TRANSFORMATIONS TWO-DIMENSIONAL CALCULATIONS
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!