Symmetry and integrability for stochastic differential equations

Authors

G. Gaeta, C. Lunini

Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, 20133 Milano, Italy,giuseppe.gaeta@unimi.it,claudia.lunini@studenti.unimi.it

DOI

10.1080/14029251.2018.1452673How to use a DOI?

Abstract

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 43 (2010) & 44 (2011)]. Together with integrability, we also consider the relations between symmetries and reducibility of a system of SDEs to a lower dimensional one. We consider both “deterministic” symmetries and “random” ones, in the sense introduced recently by Gaeta and Spadaro [J. Math. Phys. 58 (2017)].

Copyright

© 2018 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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TY  - JOUR
AU  - G. Gaeta
AU  - C. Lunini
PY  - 2021
DA  - 2021/01/06
TI  - Symmetry and integrability for stochastic differential equations
JO  - Journal of Nonlinear Mathematical Physics
SP  - 262
EP  - 289
VL  - 25
IS  - 2
SN  - 1776-0852
UR  - https://doi.org/10.1080/14029251.2018.1452673
DO  - 10.1080/14029251.2018.1452673
ID  - Gaeta2021
ER  -