We study the invariance of stochastic differential equations under random diffeomorphisms and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich forms. We also discuss relations with previous results in the literature
AbstractA new definition for the approximate symmetries of Itô dynamical system is given. Determinin...
We discuss some recent advances concerning the symmetry of stochastic differential equations, and on...
Numerous phenomenons in physics or financial mathematics can be modelised by stochastic processes or...
In the deterministic realm, both differential equations and symmetry generators are geometrical obje...
Aiming at enlarging the class of symmetries of an SDE, we introduce a family of stochastic transfor...
Stochastic symmetries and related invariance properties of \ufb01nite dimensional SDEs driven by gen...
We discuss W-symmetries of Ito stochastic differential equations, introduced in a recent paper by Ga...
Nesta tese, estudamos equações diferenciais estocásticas, sob o ponto de vista da teoria das simetri...
We introduce the notion of a random symmetry. It consists of taking the action given by a determinis...
The main aim of the thesis is a systematic application (via suitable generalizations) of Lie symmetr...
De nombreux phénomènes peuvent être modélisés par des processus stochastiques ou des pseudo-processu...
I will sketchily illustrate how the theory of symmetry helps in determining solutions of (determinis...
A new notion of stochastic transformation is proposed and applied to the study of both weak and stro...
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion ...
A geometric reformulation of the martingale problem associated with a set of diffusion processes is ...
AbstractA new definition for the approximate symmetries of Itô dynamical system is given. Determinin...
We discuss some recent advances concerning the symmetry of stochastic differential equations, and on...
Numerous phenomenons in physics or financial mathematics can be modelised by stochastic processes or...
In the deterministic realm, both differential equations and symmetry generators are geometrical obje...
Aiming at enlarging the class of symmetries of an SDE, we introduce a family of stochastic transfor...
Stochastic symmetries and related invariance properties of \ufb01nite dimensional SDEs driven by gen...
We discuss W-symmetries of Ito stochastic differential equations, introduced in a recent paper by Ga...
Nesta tese, estudamos equações diferenciais estocásticas, sob o ponto de vista da teoria das simetri...
We introduce the notion of a random symmetry. It consists of taking the action given by a determinis...
The main aim of the thesis is a systematic application (via suitable generalizations) of Lie symmetr...
De nombreux phénomènes peuvent être modélisés par des processus stochastiques ou des pseudo-processu...
I will sketchily illustrate how the theory of symmetry helps in determining solutions of (determinis...
A new notion of stochastic transformation is proposed and applied to the study of both weak and stro...
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion ...
A geometric reformulation of the martingale problem associated with a set of diffusion processes is ...
AbstractA new definition for the approximate symmetries of Itô dynamical system is given. Determinin...
We discuss some recent advances concerning the symmetry of stochastic differential equations, and on...
Numerous phenomenons in physics or financial mathematics can be modelised by stochastic processes or...