On Lie Group Classification of a Scalar Stochastic Differential Equation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Link
https://www.tandfonline.com/doi/pdf/10.1142/S1402925111001350
Reference28 articles.
1. A remark on symmetry of stochastic dynamical systems and their conserved quantities
2. Normal forms for stochastic differential equations
3. Generalised symmetries of Fokker-Planck-type equations
4. Classification of the extended symmetries of Fokker-Planck equations
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