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Lie Point Symmetries of Autonomous Scalar First-Order Itô Stochastic Delay Ordinary Differential Equations
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2021-05-06 , DOI: 10.1007/s10959-021-01103-7 Aminu Ma’aruf Nass
中文翻译:
自治标量一阶Itô随机时滞微分方程的Lie点对称性
更新日期:2021-05-06
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2021-05-06 , DOI: 10.1007/s10959-021-01103-7 Aminu Ma’aruf Nass
In this paper, we consider an extension of Lie group theory to the class of constant delay autonomous stochastic differential equations of Itô form. The determining equations are deterministic even though they represent the stochastic process. The Lie algebras obtained are of low dimensions, and they form an Abelian group.
中文翻译:
自治标量一阶Itô随机时滞微分方程的Lie点对称性
在本文中,我们考虑将李群理论扩展到Itô形式的恒定延迟自治随机微分方程组。确定方程式是确定性的,即使它们代表了随机过程。所获得的李代数的维数很低,并且它们构成了一个Abelian群。