Symmetry of stochastic equations
| dc.creator | Gaeta, Giuseppe | |
| dc.date | 2004-01-13 | |
| dc.date.accessioned | 2026-07-07T04:30:52Z | |
| dc.date.available | 2026-07-07T04:30:52Z | |
| dc.description | Symmetry methods are by now recognized as one of the main tools to attack deterministic differential equations (both ODEs and PDEs); the situation is quite different for what concerns stochastic differential equations: here, symmetry considerations are of course quite widely used by theoretical physicists, but a rigorous and general theory comparable to the one developed for deterministic equation is still lacking. In the following I will report on some work I have done on symmetries of stochastic (Ito) equations, and how these compare with the symmetries of the associated diffusion (Fokker-Planck) equations. | |
| dc.description | Work prepared for the Kyev SNMP2003 conference proceedings | |
| dc.identifier | https://arxiv.org/abs/math-ph/0401025 | |
| dc.identifier | http://arxiv.org/abs/math-ph/0401025 | |
| dc.identifier | Proc. Nat. Acad. Sci. Ukraine 50 (2004), 98-109 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/57623 | |
| dc.subject | Mathematical Physics | |
| dc.title | Symmetry of stochastic equations | |
| dc.type | text |