Integrable Ito equations and properties of the associated Fokker-Planck equations

Abstract

In a recent paper we have classified scalar Ito equations which admits a standard symmetry; these are also directly integrable by the Kozlov substitution. In the present work, we consider the diffusion (Fokker-Planck) equations associated to such symmetric Ito equations.

24 pages, no figures

References in corpus (4)

• Symmetry of stochastic non-variational differential equations
• W-Symmetries of Ito stochastic differential 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

Cited by in corpus (1)

• On the integration of Ito equations with a random or a W-symmetry