Symmetry and integrability for stochastic differential equations
Mathematical Physics
2019-01-18 v2 Dynamical Systems
math.MP
Exactly Solvable and Integrable Systems
Abstract
We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [J. Phys. A (2010) \& (2011)]. Together with integrability, we also consider the relations between symmetries and reducibility of a system of SDEs to a lower dimensional one. We consider both "deterministic" symmetries and "random" ones, in the sense introduced recently by Gaeta and Spadaro [J.Math. Phys. (2017)].
Cite
@article{arxiv.1711.06493,
title = {Symmetry and integrability for stochastic differential equations},
author = {Giuseppe Gaeta and Claudia Lunini},
journal= {arXiv preprint arXiv:1711.06493},
year = {2019}
}
Comments
to appear in J. Nonlin. Math.Phys. (2018)