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相关论文: W-Symmetries of Ito stochastic differential equati…

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Symmetries can be used to integrate scalar Ito equation -- or reduce systems of such equations -- by the Kozlov substitution, i.e. passing to symmetry adapted coordinates. While the theory is well established for so called deterministic…

数学物理 · 物理学 2023-11-28 Giuseppe Gaeta

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 ${\bf 43}$ (2010) \& ${\bf 44}$ (2011)]. Together…

数学物理 · 物理学 2019-01-18 Giuseppe Gaeta , Claudia Lunini

In the deterministic realm, both differential equations and symmetry generators are geometrical objects, and behave properly under changes of coordinates; actually this property is essential to make symmetry analysis independent of the…

数学物理 · 物理学 2017-12-12 Giuseppe Gaeta , Claudia Lunini

We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form.…

数学物理 · 物理学 2017-11-10 Giuseppe Gaeta , Francesco Spadaro

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…

数学物理 · 物理学 2007-05-23 Giuseppe Gaeta

It is known that knowledge of a symmetry of a scalar Ito stochastic differential equations leads, thanks to the Kozlov substitution, to its integration. In the present paper we provide a classification of scalar autonomous Ito stochastic…

数学物理 · 物理学 2023-06-22 Giuseppe Gaeta , Miguel Angel Rodriguez

We seek exact solutions to the Einstein field equations which arise when two spacetime geometries are conformally related. Whilst this is a simple method to generate new solutions to the field equations, very few such examples have been…

广义相对论与量子宇宙学 · 物理学 2009-11-11 S. Hansraj , S. D. Maharaj , A. M. Msomi , K. S. Govinder

Aiming at enlarging the class of symmetries of an SDE, we introduce a family of stochastic transformations able to change also the underlying probability measure exploiting Girsanov Theorem and we provide new determining equations for the…

概率论 · 数学 2020-08-04 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

After the introduction of $\lambda$-symmetries by Muriel and Romero, several other types of so called "twisted symmetries" have been considered in the literature (their name refers to the fact they are defined through a deformation of the…

数学物理 · 物理学 2014-10-30 Giuseppe Gaeta

We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the…

数学物理 · 物理学 2021-10-12 Giuseppe Gaeta , Roman Kozlov , Francesco Spadaro

A general way of representing Stochastic Differential Equations (SDEs) on smooth manifold is based on Schwartz morphism. In this manuscript we are interested in SDEs on a smooth manifold $M$ that are driven by p-dimensional Wiener process…

微分几何 · 数学 2023-07-28 Sumit Suthar , Soumyendu Raha

A class of two-dimensional field theories with exponential interactions is introduced. The interaction depends on two ``coupling'' matrices and is sufficiently general to include all Toda field theories existing in the literature. Lie point…

可精确求解与可积系统 · 物理学 2008-11-26 S. Lafortune , P. Winternitz , L. Martina

In 2D conformal quantum field theory, we continue a systematic study of W-algebras with two and three generators and their highest weight representations focussing mainly on rational models. We review the known facts about rational models…

高能物理 - 理论 · 物理学 2009-10-22 W. Eholzer , A. Honecker , R. Huebel

This paper is devoted to a construction of the stochastic It\^o integral with respect to infinite dimensional cylindrical Wiener process. The construction given is an alternative one to that introduced by DaPrato and Zabczyk [3]. The…

概率论 · 数学 2007-05-23 Anna Karczewska

In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…

概率论 · 数学 2011-12-19 Pedro J. Catuogno , Luis R. Lucinger

We examine some kinds of discrete symmetries which are dynamically preserved, using the (generalized) Gowdy models of the first kind.

广义相对论与量子宇宙学 · 物理学 2007-05-23 Masayuki Tanimoto

In this article which is the first of a series of three, we consider $\mathcal W({\mathfrak{sl}_d})$-symmetric conformal field theory in topological regimes for a generic value of the background charge, where $\mathcal W({\mathfrak{sl}_d})$…

数学物理 · 物理学 2019-01-24 Raphaël Belliard , Bertrand Eynard

Following the 1984 seminal work of Belavin, Polyakov and Zamolodchikov on two-dimensional conformal field theories, Toda conformal field theories were introduced in the physics literature as a family of two-dimensional conformal field…

数学物理 · 物理学 2022-10-12 Baptiste Cerclé , Rémi Rhodes , Vincent Vargas

Using the generalized symmetry method, we carry out, up to autonomous point transformations, the classification of integrable equations of a subclass of the autonomous five-point differential-difference equations. This subclass includes…

可精确求解与可积系统 · 物理学 2017-04-05 R. N. Garifullin , R. I. Yamilov , D. Levi

A natural counterpart to the Lie-Trotter product formula for norm-continuous one-parameter semigroups is proved, for the class of quasicontractive quantum stochastic operator cocycles whose expectation semigroup is norm continuous. Compared…

泛函分析 · 数学 2018-01-18 J. Martin Lindsay
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