Symmetry and integrability for stochastic differential equations
نویسندگان
چکیده
We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [J. Phys. A 43 (2010) ...
منابع مشابه
Stochastic differential equations and integrating factor
The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.
متن کاملglobal results on some nonlinear partial differential equations for direct and inverse problems
در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...
Integrability of solutions to mixed stochastic differential equations
We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential moments. For a special equation whose coefficients do not satisfy the linear growth condition, we find conditions for integrability of its solution. Keywors. Mix...
متن کاملOne Symmetry Implies Symmetry-Integrability for Scalar Evolution Equations
We prove two general results on generalized symmetries for equations of the form ut = um + f(u, u1, . . . , um−1), where f is a formal (differential) power series starting with terms that are at least quadratic. The first result states that any higher order symmetry must be also a differential polynomial if f is a differential polynomial of order less than m − 1. The method is to estimate the o...
متن کاملComputational Method for Fractional-Order Stochastic Delay Differential Equations
Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Nonlinear Mathematical Physics
سال: 2021
ISSN: ['1776-0852', '1402-9251']
DOI: https://doi.org/10.1080/14029251.2018.1452673