Volume 15, Issue Supplement 1, August 2008, Pages 44 - 59
A Formal Approach for Handling Lie Point Symmetries of Scalar First-Order Ito Stochastic Ordinary Differential Equations
Ebrahim Fredericks, Fazal M Mahomed
Available Online 1 August 2008.
- https://doi.org/10.2991/jnmp.2008.15.s1.4How to use a DOI?
- Many methods of deriving Lie point symmetries for Itˆo stochastic ordinary differential equations (SODEs) have surfaced. In the Itˆo calculus context both the formal and intuitive understanding of how to construct these symmetries has led to seemingly disparate results. The impact of Lie point symmetries on the stock market, population growth and weather SODE models, for example, will not be understood until these varying results are reconciled as has been attempted here.
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Cite this article
TY - JOUR AU - Ebrahim Fredericks AU - Fazal M Mahomed PY - 2008 DA - 2008/08 TI - A Formal Approach for Handling Lie Point Symmetries of Scalar First-Order Ito Stochastic Ordinary Differential Equations JO - Journal of Nonlinear Mathematical Physics SP - 44 EP - 59 VL - 15 IS - Supplement 1 SN - 1776-0852 UR - https://doi.org/10.2991/jnmp.2008.15.s1.4 DO - https://doi.org/10.2991/jnmp.2008.15.s1.4 ID - Fredericks2008 ER -