Symmetry and integrability for stochastic differential equations. Issue 2 (3rd April 2018)

• Record Type: Journal Article
• Authors: Gaeta, G.; Lunini, C.
• Is Part Of: Journal of nonlinear mathematical physics. Volume 25:Issue 2(2018)
• Page Start: 262
• Page End: 289
• Publication Date: 2018-04-03
• Subjects: Nonlinear theories -- Periodicals; Mathematical physics -- Periodicals; 515.252
• DOI: 10.1080/14029251.2018.1452673
• Languages: English
• ISSNs: 1402-9251

Abstract

Abstract : We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [ J. Phys. A 43 (2010) &44 (2011)]. Together with integrability, we also consider the relations between symmetries and reducibility of a system of SDEs to a lower dimensional one. We consider both "deterministic" symmetries and "random" ones, in the sense introduced recently by Gaeta and Spadaro [ J. Math. Phys. 58 (2017)].