On Lie-point symmetries for Ito stochastic differential equations
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DOI: 10.1080/14029251.2017.1418056
Abstract: In the deterministic realm, both differential equations and symmetry generators are geometrical objects, and behave properly under changes of coordinates; actually this property is essential to make symmetry analysis independent of the choice of coordinates… read more here.
Keywords: ito stochastic; point symmetries; stochastic differential; symmetries ito ... See more keywords