We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the deterministic one, such as conditional, partial and asymptotic symmetries. A number of explicit examples are presented.
Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations / G. Gaeta, R. Kozlov, F. Spadaro. - In: MATHEMATICS IN ENGINEERING. - ISSN 2640-3501. - 4:5(2022), pp. 1-52. [10.3934/MINE.2022038]
Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
G. Gaeta;
2022
Abstract
We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the deterministic one, such as conditional, partial and asymptotic symmetries. A number of explicit examples are presented.
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