Symmetry and integrability for stochastic differential equations |
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| Authors: | G. Gaeta C. Lunini |
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| Affiliation: | 1. Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, 20133 Milano, Italy;2. Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, 20133 Milano, Italy, claudia.lunini@studenti.unimi.it |
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| Abstract: | We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [J. Phys. A 43 (2010) & 44 (2011)]. Together with integrability, we also consider the relations between symmetries and reducibility of a system of SDEs to a lower dimensional one. We consider both “deterministic” symmetries and “random” ones, in the sense introduced recently by Gaeta and Spadaro [J. Math. Phys. 58 (2017)]. |
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