# Recent advances in symmetry of stochastic differential equations.

@article{Gaeta2018RecentAI, title={Recent advances in symmetry of stochastic differential equations.}, author={Giuseppe Gaeta and Claudia Lunini and Francesco Spadaro}, journal={arXiv: Mathematical Physics}, year={2018} }

We discuss some recent advances concerning the symmetry of stochastic differential equations, and in particular the interrelations between these and the integrability -- complete or partial -- of the equations.

## 5 Citations

Integration of the stochastic logistic equation via symmetry analysis

- MathematicsJournal of Nonlinear Mathematical Physics
- 2019

We apply the recently developed theory of symmetry of stochastic differential equations to a stochastic version of the logistic equation, obtaining an explicit integration, i.e. an explicit formula…

Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations

- MathematicsMathematics in Engineering
- 2022

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…

Symmetry classification of scalar Ito equations with multiplicative noise

- MathematicsJournal of Nonlinear Mathematical Physics
- 2020

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…

Symmetry Analysis of the Stochastic Logistic Equation

- MathematicsSymmetry
- 2020

The general theory of symmetry of stochastic differential equations is used to obtain an explicit integration, i.e., an explicit formula for the process in terms of any single realization of the driving Wiener process.

Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field

- MathematicsOpen Communications in Nonlinear Mathematical Physics
- 2021

We classify simple symmetries for an Ornstein-Uhlenbeck process, describing a
particle in an external force field $f(x)$. It turns out that for sufficiently
regular (in a sense to be defined) forces…

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