I will sketchily illustrate how the theory of symmetry helps in determining solutions of (deterministic) differential equations, both ODEs and PDEs, staying within the classical theory. I will then present a quick discussion of some more and less recent attempts to extend this theory to the study of stochastic differential equations, and briefly mention some perspective in this direction.
Symmetry of stochastic non-variational differential equations / G. Gaeta. - In: PHYSICS REPORTS. - ISSN 0370-1573. - 686(2017 May 02), pp. 1-62. [10.1016/j.physrep.2017.05.005]
Symmetry of stochastic non-variational differential equations
G. Gaeta
2017
Abstract
I will sketchily illustrate how the theory of symmetry helps in determining solutions of (deterministic) differential equations, both ODEs and PDEs, staying within the classical theory. I will then present a quick discussion of some more and less recent attempts to extend this theory to the study of stochastic differential equations, and briefly mention some perspective in this direction.File in questo prodotto:
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