2 papers
math.PR2025
Applications of standard and Hamiltonian stochastic Lie systems
Javier de Lucas, Marcin Zając
A stochastic Lie system on a manifold is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on -va…
math.PR2023
Hamiltonian stochastic Lie systems and applications
E. Fernández-Saiz, J. de Lucas, X. Rivas +1
This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a…