Recent advances in symmetry of stochastic differential equations

We discuss some recent advances concerning the symmetry of stochastic differential equations, and on particular the interrelations between these and the integrability - complete or partial - of the equations.

Bibliographic Details
Main Authors: Giuseppe Gaeta, Claudia Lunini, Francesco Spadaro
Format: Article
Language:English
Published: Sapienza Università Editrice 2018-01-01
Series:Rendiconti di Matematica e delle Sue Applicazioni
Subjects:
Online Access:http://www1.mat.uniroma1.it/ricerca/rendiconti/39_2_(2018)_293-306.html