Recent advances in symmetry of stochastic differential equations

Abstract

We discuss some recent advances concerning the symmetry of stochastic differential equations, and in particular the interrelations between these and the integrability -- complete or partial -- of the equations.

Published in a Special Volume for the 85 years of Gianfausto Dell'Antonio; published version available from http://www1.mat.uniroma1.it/ricerca/rendiconti/visualizza-volume.cgi?anno=2018&volume=39&issue=2

References in corpus (1)

• Symmetry of stochastic non-variational differential equations

Cited by in corpus (1)

• Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field