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research article

Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations

Gaeta, Giuseppe
•
Kozlov, Roman
•
Spadaro, Francesco  
January 1, 2021
Mathematics In Engineering

We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the deterministic one, such as conditional, partial and asymptotic symmetries. A number of explicit examples are presented.

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Type
research article
DOI
10.3934/mine.2022038
Web of Science ID

WOS:000716342500005

Author(s)
Gaeta, Giuseppe
Kozlov, Roman
Spadaro, Francesco  
Date Issued

2021-01-01

Publisher

AMER INST MATHEMATICAL SCIENCES-AIMS

Published in
Mathematics In Engineering
Volume

4

Issue

5

Start page

1

End page

52

Subjects

Mathematics, Interdisciplinary Applications

•

Mathematics

•

symmetry

•

stochastic differential equations

•

asymptotic properties

•

conserved quantities

•

invariance

•

lie-point symmetries

•

dynamical-systems

•

invariants

•

reduction

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
CSFT  
Available on Infoscience
December 4, 2021
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/183602
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