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 Itˆo stochastic ordinary differential equation (SODE)
I will sketchily illustrate how the theory of symmetry helps in determining solutions of (determinis...
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion ...
Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are deve...
Symmetries of th-order approximate stochastic ordinary differential equations (SODEs) are studied. T...
Abstract. In this paper we present some new applications of Lie symmetry analysis to problems in sto...
Symmetries of th-order approximate stochastic ordinary differential equations (SODEs) are studied. T...
AbstractIn this paper we present some new applications of Lie symmetry analysis to problems in stoch...
Nesta tese, estudamos equações diferenciais estocásticas, sob o ponto de vista da teoria das simetri...
This paper uses Lie symmetry methods to calculate certain expectations for a large class of Itô diff...
In the standard modeling of the pricing of options and derivatives as generally understood these day...
In this current study, the potential-KdV equation has been altered by the addition of a new stochast...
AbstractWe prove that the logarithm of the formal power series, obtained from a stochastic different...
We discuss some recent advances concerning the symmetry of stochastic differential equations, and on...
Using the Lie algebraic approach we have derived the exact diffusion propagator of the Fokker-Planc...
The main aim of the thesis is a systematic application (via suitable generalizations) of Lie symmetr...
I will sketchily illustrate how the theory of symmetry helps in determining solutions of (determinis...
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion ...
Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are deve...
Symmetries of th-order approximate stochastic ordinary differential equations (SODEs) are studied. T...
Abstract. In this paper we present some new applications of Lie symmetry analysis to problems in sto...
Symmetries of th-order approximate stochastic ordinary differential equations (SODEs) are studied. T...
AbstractIn this paper we present some new applications of Lie symmetry analysis to problems in stoch...
Nesta tese, estudamos equações diferenciais estocásticas, sob o ponto de vista da teoria das simetri...
This paper uses Lie symmetry methods to calculate certain expectations for a large class of Itô diff...
In the standard modeling of the pricing of options and derivatives as generally understood these day...
In this current study, the potential-KdV equation has been altered by the addition of a new stochast...
AbstractWe prove that the logarithm of the formal power series, obtained from a stochastic different...
We discuss some recent advances concerning the symmetry of stochastic differential equations, and on...
Using the Lie algebraic approach we have derived the exact diffusion propagator of the Fokker-Planc...
The main aim of the thesis is a systematic application (via suitable generalizations) of Lie symmetr...
I will sketchily illustrate how the theory of symmetry helps in determining solutions of (determinis...
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion ...
Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are deve...
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