Journal of Nonlinear Mathematical Physics

Volume 27, Issue 4, September 2020, Pages 679 - 687

Symmetry classification of scalar Ito equations with multiplicative noise

Authors
Giuseppe Gaeta*
Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, 20133 Milano, Italy and SMRI, 00058 Santa Marinella, Italy, giuseppe.gaeta@unimi.it
Francesco Spadaro
EPFL-SB-MATHAA-CSFT, Batiment MA - Station 8, CH-1015 Lausanne, Switzerland, francesco.spadaro@epfl.ch
*Corresponding author.
Corresponding Author
Giuseppe Gaeta
Received 23 December 2019, Accepted 7 February 2020, Available Online 4 September 2020.
DOI
https://doi.org/10.1080/14029251.2020.1819615How to use a DOI?
Keywords
Symmetry, Stochastic differential equations, Multiplicative noise
Abstract

We provide a symmetry classification of scalar stochastic equations with multiplicative noise. These equations can be integrated by means of the Kozlov procedure, by passing to symmetry adapted variables.

Copyright
© 2020 The Authors. Published by Atlantis Press and Taylor & Francis
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

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Journal
Journal of Nonlinear Mathematical Physics
Volume-Issue
27 - 4
Pages
679 - 687
Publication Date
2020/09
ISSN (Online)
1776-0852
ISSN (Print)
1402-9251
DOI
https://doi.org/10.1080/14029251.2020.1819615How to use a DOI?
Copyright
© 2020 The Authors. Published by Atlantis Press and Taylor & Francis
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Giuseppe Gaeta
AU  - Francesco Spadaro
PY  - 2020
DA  - 2020/09
TI  - Symmetry classification of scalar Ito equations with multiplicative noise
JO  - Journal of Nonlinear Mathematical Physics
SP  - 679
EP  - 687
VL  - 27
IS  - 4
SN  - 1776-0852
UR  - https://doi.org/10.1080/14029251.2020.1819615
DO  - https://doi.org/10.1080/14029251.2020.1819615
ID  - Gaeta2020
ER  -