Symmetry classification of scalar Ito equations with multiplicative noise
Mathematical Physics
2020-02-13 v1 Dynamical Systems
math.MP
Exactly Solvable and Integrable Systems
Abstract
We provide a symmetry classification of scalar stochastic equations with multiplicative noise. These equations can be integrated by means of the Kozlov procedure, by passing to symmetry adapted variables.
Keywords
Cite
@article{arxiv.2002.05122,
title = {Symmetry classification of scalar Ito equations with multiplicative noise},
author = {Giuseppe Gaeta and Francesco Spadaro},
journal= {arXiv preprint arXiv:2002.05122},
year = {2020}
}
Comments
To appear in Journal of Nonlinear Mathematical Physics (2020). This version includes "supplementary material"