Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
Mathematical Physics
2021-10-12 v1 Dynamical Systems
math.MP
Probability
Abstract
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 ideas which are well established in the deterministic one, such as conditional, partial and asymptotic symmetries. A number of explicit examples are presented.
Keywords
Cite
@article{arxiv.2110.00670,
title = {Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations},
author = {Giuseppe Gaeta and Roman Kozlov and Francesco Spadaro},
journal= {arXiv preprint arXiv:2110.00670},
year = {2021}
}
Comments
60 pages, no figures; to appear in "Mathematics in Engineering"