Integration of the stochastic logistic equation via symmetry analysis
Mathematical Physics
2019-05-14 v1 math.MP
Abstract
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 for the process in terms of any single realization of the driving Wiener process.
Keywords
Cite
@article{arxiv.1905.04906,
title = {Integration of the stochastic logistic equation via symmetry analysis},
author = {Giuseppe Gaeta},
journal= {arXiv preprint arXiv:1905.04906},
year = {2019}
}
Comments
preprint version; final version to appear in J Nonlin Math Phys