2 papers
math.PR2026
Invariance properties of Brownian motion via Lie's symmetries
Susanna Dehò, Francesco C. De Vecchi, Paola Morando +1
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of t…
math.PR2025
Random rotational invariance of integration by parts formulas within a Bismut-type approach
Susanna Dehò, Francesco C. De Vecchi, Paola Morando +1
The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory…