Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
2021
Abstract
We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the deterministic one, such as conditional, partial and asymptotic symmetries. A number of explicit examples are presented.
Details
Title
Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
Author(s)
Gaeta, Giuseppe ; Kozlov, Roman ; Spadaro, Francesco
Published in
Mathematics In Engineering
Volume
4
Issue
5
Pages
1-52
Date
2021-01-01
Publisher
Springfield, AMER INST MATHEMATICAL SCIENCES-AIMS
ISSN
2640-3501
Keywords
Other identifier(s)
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Laboratories
CSFT
Record Appears in
Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > CSFT - Chair of Statistical Field Theory
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2021-12-04