## 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
Stochastic differential equation and BRST symmetry
β Scribed by N.V. Laskin
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 357 KB
- Volume
- 182
- Category
- Article
- ISSN
- 0375-9601
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper we discuss the package DESOLV written for the algebraic computing system MAPLE. DESOLV has routines which will systematically obtain with considerably flexibility, all resulting integrability conditions for any system of linear, coupled, partial differential equations. It also contains
## Abstract This paper is devoted to the large class of stochastic differential equations of the Ito type whose coefficients are functionally perturbed and depend on a small parameter. The solution of a such equation is compared with the solution of the corresponding unperturbed equation, in the (2