随机微分方程的随机 Lie 点对称性
数学物理
2017-11-10 v2 math.MP
摘要
我们研究随机微分方程在随机微分同胚下的不变性，并建立随机微分方程（包括 Itô 形式和 Stratonovich 形式）的随机 Lie 点对称性的确定方程。我们还讨论了与文献中先前结果的关系。
引用
@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}
}
备注
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