25 citations · 105 across the 16 of their papers we have counts for
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math.PR2017★ 11 cited
A note on symmetries of diffusions within a martingale problem approach
Francesco C. De Vecchi, Paola Morando, Stefania Ugolini
A geometric reformulation of the martingale problem associated with a set of diffusion processes is proposed. This formulation, based on second order geometry and Ito integration o…
math.PR2017★ 7 cited
A symmetry-adapted numerical scheme for SDEs
Francesco C. De Vecchi, Andrea Romano, Stefania Ugolini
We propose a geometric numerical analysis of SDEs admitting Lie symmetries which allows us to individuate a symmetry adapted coordinates system where the given SDE has notable inva…