Random Lie-point symmetries

被引：3

作者：

Catuogno, Pedro Jose ^{[1
]}

Lucinger, Luis Roberto ^{[2
]}

机构：

[1] Univ Estadual Campinas, Dept Math, Campinas, SP, Brazil

[2] Univ Brasilia, Dept Math, Brasilia, DF, Brazil

来源：

JOURNAL OF NONLINEAR MATHEMATICAL PHYSICS | 2014年 / 21卷 / 02期

基金：

日本学术振兴会;

关键词：

Lie-point symmetries; Determining equations; Random symmetries; Stochastic differential equations; Ito formula; STOCHASTIC DIFFERENTIAL-EQUATIONS; STRATONOVICH DYNAMICAL-SYSTEMS; CONSERVED QUANTITIES; IT(O)OVER-CAP;

D O I：

10.1080/14029251.2014.900984

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We introduce the notion of a random symmetry. It consists of taking the action given by a deterministic flow that maintains the solutions of a given differential equation invariant and replacing it with a stochastic flow. This generates a random action, which we call a random symmetry.

引用

页码：149 / 165

页数：17

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