## Abstract Symmetries of stochastic ordinary differential equations (SODEs) are analysed. This work focuses on maintaining the properties of the Weiner processes after the application of infinitesimal transformations. The determining equations (DEs) for firstβorder SODEs are derived in an ItΓ΄ calc
Integrating Scalar Ordinary Differential Equations with Symmetry Revisited
β Scribed by M.E. Fels
- Publisher
- Springer-Verlag
- Year
- 2006
- Tongue
- English
- Weight
- 371 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1615-3375
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