Volume 26, Issue 3, May 2019, Pages 454 - 467
Integration of the stochastic logistic equation via symmetry analysis
Authors
Giuseppe Gaeta
Dipartimento di Matematica, Università degli Studi di Milano via Saldini 50, 20133 Milano (Italy) and SMRI, 00058 Santa Marinella (Italy),giuseppe.gaeta@unimi.it
Received 9 February 2019, Accepted 24 March 2019, Available Online 6 January 2021.
- DOI
- 10.1080/14029251.2019.1613052How to use a DOI?
- Abstract
We apply the recently developed theory of symmetry of stochastic differential equations to a stochastic version of the logistic equation, obtaining an explicit integration, i.e. an explicit formula for the process in terms of any single realization of the driving Wiener process.
- Copyright
- © 2019 The Authors. Published by Atlantis and Taylor & Francis
- Open Access
- This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).
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TY - JOUR AU - Giuseppe Gaeta PY - 2021 DA - 2021/01/06 TI - Integration of the stochastic logistic equation via symmetry analysis JO - Journal of Nonlinear Mathematical Physics SP - 454 EP - 467 VL - 26 IS - 3 SN - 1776-0852 UR - https://doi.org/10.1080/14029251.2019.1613052 DO - 10.1080/14029251.2019.1613052 ID - Gaeta2021 ER -