Journal of Nonlinear Mathematical Physics

Volume 26, Issue 3, May 2019, Pages 454 - 467

Integration of the stochastic logistic equation via symmetry analysis

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
Received 9 February 2019, Accepted 24 March 2019, Available Online 6 January 2021.
DOI
10.1080/14029251.2019.1613052How to use a DOI?
Abstract

We apply the recently developed theory of symmetry of stochastic differential equations to a stochastic version of the logistic equation, obtaining an explicit integration, i.e. an explicit formula for the process in terms of any single realization of the driving Wiener process.

Copyright
© 2019 The Authors. Published by Atlantis 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
26 - 3
Pages
454 - 467
Publication Date
2021/01/06
ISSN (Online)
1776-0852
ISSN (Print)
1402-9251
DOI
10.1080/14029251.2019.1613052How to use a DOI?
Copyright
© 2019 The Authors. Published by Atlantis 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
PY  - 2021
DA  - 2021/01/06
TI  - Integration of the stochastic logistic equation via symmetry analysis
JO  - Journal of Nonlinear Mathematical Physics
SP  - 454
EP  - 467
VL  - 26
IS  - 3
SN  - 1776-0852
UR  - https://doi.org/10.1080/14029251.2019.1613052
DO  - 10.1080/14029251.2019.1613052
ID  - Gaeta2021
ER  -