W-Symmetries of Ito stochastic differential equations

Abstract

We discuss W-symmetries of Ito stochastic differential equations, introduced in a recent paper by Gaeta and Spadaro [J. Math. Phys. 2017]. In particular, we discuss the general form of acceptable generators for continuous (Lie-point) W-symmetry, arguing they are related to the (linear) conformal group, and how W-symmetries can be used in the integration of Ito stochastic equations along Kozlov theory for standard (deterministic or random) symmetries. It turns out this requires, in general, to consider more general classes of stochastic equations than just Ito ones.

Preprint version; final (improved) version to appear in J. Math. Phys

References in corpus (1)

• Symmetry of stochastic non-variational differential equations

Cited by in corpus (5)

• Integrable Ito equations and properties of the associated Fokker-Planck equations
• Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
• On the integration of Ito equations with a random or a W-symmetry
• Integrable Ito equations with multiple noises
• Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations