Symmetry of stochastic non-variational differential equations

  title={Symmetry of stochastic non-variational differential equations},
  author={Giuseppe Gaeta},
  journal={arXiv: Mathematical Physics},
  • G. Gaeta
  • Published 2 May 2017
  • Mathematics
  • arXiv: Mathematical Physics
Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
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Finite dimensional solutions to a class of stochastic partial differential equations are obtained extending the differential constraints method for deterministic PDE to the stochastic framework. A
Symmetry classification of scalar Ito equations with multiplicative noise
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Solving stochastic differential equations with Cartan's exterior differential system
The aim of this work is to use systematically the symmetries of the (one dimensional) bacward heat equation with potentiel in order to solve certain one dimensional It\^o's stochastic differential
Asymptotic symmetries and asymptotically symmetric solutions of partial differential equations
  • G. Gaeta
  • Mathematics, Computer Science
  • 1994
An approach to asymptotic symmetry based on the methods of Lie theory and the renormalization group approach recently proposed by Bricmont and Kupiainen for the Ginzburg-Landau equation is proposed.
Lie-point symmetries and stochastic differential equations: II
We complement the discussion of symmetries of Ito equations given in Gaeta and Rodriguez Quintero (1999 J. Phys. A: Math. Gen. 32 8485-505) by considering transformations acting on vector Wiener
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Abstract Many methods of deriving Lie point symmetries for Itô stochastic ordinary differential equations (SODEs) have surfaced. In the Itô calculus context both the formal and intuitive
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Stochastic variational principles and quantum mechanics
The main purpose of this paper is to analyze the connections between the Eulerian and the Lagrangian approaches to stochastic variational principles. In particular, it will be shown how different