We provide a symmetry classification of scalar stochastic equations with multiplicative noise. These equations can be integrated by means of the Kozlov procedure, by passing to symmetry adapted variables.

Symmetry classification of scalar Ito equations with multiplicative noise / G. Gaeta, F. Spadaro. - In: JOURNAL OF NONLINEAR MATHEMATICAL PHYSICS. - ISSN 1402-9251. - 27:4(2020), pp. 679-687. [10.1080/14029251.2020.1819615]

Symmetry classification of scalar Ito equations with multiplicative noise

G. Gaeta
Co-primo
;
2020

Abstract

We provide a symmetry classification of scalar stochastic equations with multiplicative noise. These equations can be integrated by means of the Kozlov procedure, by passing to symmetry adapted variables.
Multiplicative noise; Stochastic differential equations; Symmetry
Settore MAT/07 - Fisica Matematica
2020
Article (author)
File in questo prodotto:
File Dimensione Formato  
2002.05122.pdf

accesso aperto

Tipologia: Pre-print (manoscritto inviato all'editore)
Dimensione 212 kB
Formato Adobe PDF
212 kB Adobe PDF Visualizza/Apri
125950427.pdf

accesso aperto

Tipologia: Publisher's version/PDF
Dimensione 846.39 kB
Formato Adobe PDF
846.39 kB Adobe PDF Visualizza/Apri
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/891062
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? 1
social impact