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Group analysis of stochastic differential systems: Approximate symmetries and conservation laws.
Ansvarlig organisasjon
2004 (engelsk)Inngår i: Archives of ALGA, ISSN 1652-4934, Vol. 1, s. 95-126Artikkel i tidsskrift (Fagfellevurdert) PublishedAlternativ tittel
Group analysis of stochastic differential systems : Approximate symmetries and conservation laws. (svensk)
Abstract [en]

Approximate symmetries and conservation laws for deterministic and stochastic differential equations with a small parameter are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratanovich dynamical systems are derived. It is shown how to derive conserved quantities for stochastic dynamical systems using their approximate symmetries without recourse to Noether's theorem

sted, utgiver, år, opplag, sider
Karlskrona; Sweden: ALGA publications, BTH , 2004. Vol. 1, s. 95-126
Emneord [en]
Group analysis, stochastic differential systems, approximate symmetries, conservation laws
HSV kategori
Identifikatorer
URN: urn:nbn:se:bth-8843Lokal ID: oai:bth.se:forskinfoA7B152DF312A177EC12573BE0067D3C8OAI: oai:DiVA.org:bth-8843DiVA, id: diva2:836598
Merknad
Online:http://www.bth.se/ihn/alga.nsf/attachments/Archives%201_pdf/$file/Archive s%201.pdfTilgjengelig fra: 2012-09-18 Laget: 2007-12-27 Sist oppdatert: 2015-06-30bibliografisk kontrollert

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