Volume 27, Issue 4, September 2020, Pages 679 - 687
Symmetry classification of scalar Ito equations with multiplicative noise
Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, 20133 Milano, Italy and SMRI, 00058 Santa Marinella, Italy, email@example.com
EPFL-SB-MATHAA-CSFT, Batiment MA - Station 8, CH-1015 Lausanne, Switzerland, firstname.lastname@example.org
Received 23 December 2019, Accepted 7 February 2020, Available Online 4 September 2020.
- https://doi.org/10.1080/14029251.2020.1819615How to use a DOI?
- Symmetry, Stochastic differential equations, Multiplicative noise
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.
- © 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 -