A Formal Approach for Handling Lie Point Symmetries of Scalar First-Order Ito Stochastic Ordinary Differential Equations

DOI

10.2991/jnmp.2008.15.s1.4How to use a DOI?

Abstract

Many methods of deriving Lie point symmetries for Itˆo stochastic ordinary differential equations (SODEs) have surfaced. In the Itˆo calculus context both the formal and intuitive understanding of how to construct these symmetries has led to seemingly disparate results. The impact of Lie point symmetries on the stock market, population growth and weather SODE models, for example, will not be understood until these varying results are reconciled as has been attempted here.

Copyright

© 2008, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - JOUR
AU  - Ebrahim Fredericks
AU  - Fazal M Mahomed
PY  - 2008
DA  - 2008/08/01
TI  - A Formal Approach for Handling Lie Point Symmetries of Scalar First-Order Ito Stochastic Ordinary Differential Equations
JO  - Journal of Nonlinear Mathematical Physics
SP  - 44
EP  - 59
VL  - 15
IS  - Supplement 1
SN  - 1776-0852
UR  - https://doi.org/10.2991/jnmp.2008.15.s1.4
DO  - 10.2991/jnmp.2008.15.s1.4
ID  - Fredericks2008
ER  -