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[Lecture Notes in Physics] Symmetries of Integro-Differential Equations Volume 806 || Symmetries of Stochastic Differential Equations

✍ Scribed by Grigoriev, Yurii N.; Ibragimov, Nail H.; Kovalev, Vladimir F.; Meleshko, Sergey V.


Book ID
118144481
Publisher
Springer Netherlands
Year
2010
Tongue
Dutch
Weight
463 KB
Edition
1st
Category
Article
ISBN
9048137977

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✦ Synopsis


This book provides an accessible yet comprehensive description of the application methods of group analysis to integro-differential equations. It offers both fundamental theoretical and algorithmic aspects of these methods and includes instructive examples.


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[Lecture Notes in Physics] Symmetries of
✍ Grigoriev, Yurii N.; Ibragimov, Nail H.; Kovalev, Vladimir F.; Meleshko, Sergey πŸ“‚ Article πŸ“… 2010 πŸ› Springer Netherlands 🌐 Dutch βš– 604 KB

This book provides an accessible yet comprehensive description of the application methods of group analysis to integro-differential equations. It offers both fundamental theoretical and algorithmic aspects of these methods and includes instructive examples.

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Symmetries of first-order stochastic ord
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## 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 first‐order SODEs are derived in an ItΓ΄ calc