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Symmetries of Kolmogorov Backward Equation
Journal of Nonlinear Mathematical Physics ( IF 1.4 ) Pub Date : 2020-01-01 , DOI: 10.2991/jnmp.k.201104.002
Roman Kozlov

The note provides the relation between symmetries and first integrals of Ito stochastic differential equations and symmetries of the associated Kolmogorov backward equation. Relation between the symmetries of the Kolmogorov backward equation and the symmetries of the Kolmogorov forward equation is also given.

中文翻译:

Kolmogorov 逆向方程的对称性

该注释提供了 Ito 随机微分方程的对称性和一阶积分与相关 Kolmogorov 后向方程的对称性之间的关系。还给出了 Kolmogorov 后向方程的对称性与 Kolmogorov 前向方程的对称性之间的关系。
更新日期:2020-01-01
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