Random Lie-point symmetries of stochastic differential equations
Mathematical Physics
2017-11-10 v2 math.MP
Abstract
We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form. We also discuss relations with previous results in the literature.
Keywords
Cite
@article{arxiv.1705.08873,
title = {Random Lie-point symmetries of stochastic differential equations},
author = {Giuseppe Gaeta and Francesco Spadaro},
journal= {arXiv preprint arXiv:1705.08873},
year = {2017}
}
Comments
In new version (November 2017) we have added an important ERRATUM. Due to a trivial mistake in a formula, several examples should be revised; more relevant, the qualitatove results of Section VIII turn out to be wrong, as discussed in the erratum. See also arXiv:1711.01999