Symmetries of stochastic differential equations: A geometric approach
نویسندگان
چکیده
منابع مشابه
Reduction of Differential Equations by Lie Algebra of Symmetries
The paper is devoted to an application of Lie group theory to differential equations. The basic infinitesimal method for calculating symmetry group is presented, and used to determine general symmetry group of some differential equations. We include a number of important applications including integration of ordinary differential equations and finding some solutions of partial differential equa...
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ژورنال
عنوان ژورنال: Journal of Mathematical Physics
سال: 2016
ISSN: 0022-2488,1089-7658
DOI: 10.1063/1.4953374