Symmetry of stochastic equations
Mathematical Physics
2007-05-23 v1 math.MP
Abstract
Symmetry methods are by now recognized as one of the main tools to attack deterministic differential equations (both ODEs and PDEs); the situation is quite different for what concerns stochastic differential equations: here, symmetry considerations are of course quite widely used by theoretical physicists, but a rigorous and general theory comparable to the one developed for deterministic equation is still lacking. In the following I will report on some work I have done on symmetries of stochastic (Ito) equations, and how these compare with the symmetries of the associated diffusion (Fokker-Planck) equations.
Cite
@article{arxiv.math-ph/0401025,
title = {Symmetry of stochastic equations},
author = {Giuseppe Gaeta},
journal= {arXiv preprint arXiv:math-ph/0401025},
year = {2007}
}
Comments
Work prepared for the Kyev SNMP2003 conference proceedings