LIE INFINITESIMAL CONSERVED QUANTITIES FOR ITÔ STOCHASTIC ODEs
نویسندگان
چکیده
A methodology for constructing conserved quantities with Lie symmetry infinitesimals in an Itô integral context is pursued. The basis of this construction relies on Lie bracket relations on both the instantaneous drift and diffusion of an Itô stochastic ordinary differential equation (SODE).
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