Integration of the stochastic logistic equation via symmetry analysis

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.

preprint version; final version to appear in J Nonlin Math Phys

References in corpus (3)

• Correlated noise in a logistic growth model
• Symmetry of stochastic non-variational differential equations
• Ecological Complex Systems

Cited by in corpus (4)

• Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
• Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field
• Integrable Ito equations with multiple noises
• Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations