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research article
Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
January 1, 2021
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.
Type
research article
Web of Science ID
WOS:000716342500005
Authors
Publication date
2021-01-01
Publisher
Published in
Volume
4
Issue
5
Start page
1
End page
52
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
December 4, 2021
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