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
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
Journal title :
MATHEMATICAL METHODS IN THE APPLIED SCIENCES