Lie-point symmetries and stochastic differential equations: II

Journal of Physics A: Mathematical and General

Volumn 33, Issue 27, 2000, Pages 4883-4902

  Gaeta, Giuseppe ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034647355     PISSN: 03054470     EISSN: None     Source Type: Journal    
DOI: 10.1088/0305-4470/33/27/306     Document Type: Article

References (6)

1. Arnold L 1998 Random Dynamical Systems (Berlin: Springer)
2. Arnold L and Imkeller P 1998 Normal forms for stochastic differential equations Prob. Theor. Rel. Fields 110 559-88
3. Gaeta G and Rodríguez M A 1996 Discrete symmetries of differential equations J. Phys. A: Math. Gen. 29 859-80
4. Gaeta G and Rodríguez Quintero N 1999 Lie-point symmetries and stochastic differential equations J. Phys. A: Math. Gen. 32 8485-505
5. van Kampen N G 1992 Stochastic Processes in Physics and Chemistry 2nd edn (Amsterdam: North-Holland)
6. Olver P J 1986 Applications of Lie Groups to Differential Equations (Berlin: Springer)