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Group analysis of stochastic differential systems: Approximate symmetries and conservation laws.
Responsible organisation
2004 (English)In: Archives of ALGA, ISSN 1652-4934, Vol. 1, 95-126 p.Article in journal (Refereed) PublishedAlternative title
Group analysis of stochastic differential systems : Approximate symmetries and conservation laws. (Swedish)
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

Place, publisher, year, edition, pages
Karlskrona; Sweden: ALGA publications, BTH , 2004. Vol. 1, 95-126 p.
Keyword [en]
Group analysis, stochastic differential systems, approximate symmetries, conservation laws
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:bth-8843Local ID: oai:bth.se:forskinfoA7B152DF312A177EC12573BE0067D3C8OAI: oai:DiVA.org:bth-8843DiVA: diva2:836598
Note
Online:http://www.bth.se/ihn/alga.nsf/attachments/Archives%201_pdf/$file/Archive s%201.pdfAvailable from: 2012-09-18 Created: 2007-12-27 Last updated: 2015-06-30Bibliographically approved

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