具有乘性噪声的标量伊藤方程的对称分类
数学物理
2020-02-13 v1 动力系统
math.MP
可精确求解与可积系统
摘要
我们给出了具有乘性噪声的标量随机方程的对称分类。这些方程可通过 Kozlov 过程、借助对称适配变量进行积分。
引用
@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}
}
备注
To appear in Journal of Nonlinear Mathematical Physics (2020). This version includes "supplementary material"