We discuss W-symmetries of Ito stochastic differential equations, introduced in a recent paper by Gaeta and Spadaro [J. Math. Phys. 58, 053503 (2017)]. In particular, we discuss the general form of acceptable generators for continuous (Lie-point) W-symmetry, arguing that they are related to the (linear) conformal group, and how W-symmetries can be used in the integration of Ito stochastic equations along Kozlov theory for standard (deterministic or random) symmetries. It turns out that this requires, in general, considering more general classes of stochastic equations than just Ito ones.
W-symmetries of Ito stochastic differential equations / G. Gaeta. - In: JOURNAL OF MATHEMATICAL PHYSICS. - ISSN 0022-2488. - 60:5(2019 May).
W-symmetries of Ito stochastic differential equations
G. Gaeta
Primo
2019
Abstract
We discuss W-symmetries of Ito stochastic differential equations, introduced in a recent paper by Gaeta and Spadaro [J. Math. Phys. 58, 053503 (2017)]. In particular, we discuss the general form of acceptable generators for continuous (Lie-point) W-symmetry, arguing that they are related to the (linear) conformal group, and how W-symmetries can be used in the integration of Ito stochastic equations along Kozlov theory for standard (deterministic or random) symmetries. It turns out that this requires, in general, considering more general classes of stochastic equations than just Ito ones.File | Dimensione | Formato | |
---|---|---|---|
1905.02802.pdf
accesso aperto
Tipologia:
Pre-print (manoscritto inviato all'editore)
Dimensione
416.47 kB
Formato
Adobe PDF
|
416.47 kB | Adobe PDF | Visualizza/Apri |
1.5080434.pdf
Open Access dal 02/05/2020
Tipologia:
Publisher's version/PDF
Dimensione
1.52 MB
Formato
Adobe PDF
|
1.52 MB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.