We study the invariance of stochastic differential equations under random diffeomorphisms and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich forms. We also discuss relations with previous results in the literature.
Random Lie-point symmetries of stochastic differential equations / G. Gaeta, F. Spadaro. - In: JOURNAL OF MATHEMATICAL PHYSICS. - ISSN 0022-2488. - 58:5(2017 May), pp. 053503.1-053503.20. [10.1063/1.4982639]
Random Lie-point symmetries of stochastic differential equations
G. GaetaPrimo
;
2017
Abstract
We study the invariance of stochastic differential equations under random diffeomorphisms and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich forms. We also discuss relations with previous results in the literature.
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