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.
Settore MAT/07 - Fisica Matematica
Settore MAT/06 - Probabilita' e Statistica Matematica
mag-2019
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/705667
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