Rendiconti di Matematica e delle Sue Applicazioni (Jan 2018)

Recent advances in symmetry of stochastic differential equations

  • Giuseppe Gaeta,
  • Claudia Lunini,
  • Francesco Spadaro

Journal volume & issue
Vol. 39
pp. 293 – 306

Abstract

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We discuss some recent advances concerning the symmetry of stochastic differential equations, and on particular the interrelations between these and the integrability - complete or partial - of the equations.

Keywords