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Prikladnaya Mekhanika i Tekhnicheskaya Fizika, 2014, Volume 55, Issue 2, Pages 5–13 (Mi pmtf1075)  
This article is cited in 1 scientific paper (total in 1 paper)

A new approach to the group analysis of one-dimensional stochastic differential equations

M. A. Abdullina, S. V. Meleshkob, F. S. Nasyrova

a Ufa State Aviation Technical University, Ufa, 450000, Russia
b Suranari Technological University, Nakhon Ratchasima, 30000, Thailand
Full-text PDF (224 kB) Citations (1)
Abstract: Stochastic evolution equations are investigated using a new approach to the group analysis of stochastic differential equations. It is shown that the proposed approach reduces the problem of group analysis for this type of equations to the same problem of group analysis for evolution equations of special form without stochastic integrals.
Keywords: stochastic differential equations, symmetry, group analysis.
Received: 29.10.2013
English version:
Journal of Applied Mechanics and Technical Physics, 2014, Volume 55, Issue 2, Pages 191–198
DOI: https://doi.org/10.1134/S0021894414020011
Bibliographic databases:
Document Type: Article
UDC: 517.9
Language: Russian
Citation: M. A. Abdullin, S. V. Meleshko, F. S. Nasyrov, “A new approach to the group analysis of one-dimensional stochastic differential equations”, Prikl. Mekh. Tekh. Fiz., 55:2 (2014), 5–13; J. Appl. Mech. Tech. Phys., 55:2 (2014), 191–198
Citation in format AMSBIB
\Bibitem{AbdMelNas14}
\by M.~A.~Abdullin, S.~V.~Meleshko, F.~S.~Nasyrov
\paper A new approach to the group analysis of one-dimensional stochastic differential equations
\jour Prikl. Mekh. Tekh. Fiz.
\yr 2014
\vol 55
\issue 2
\pages 5--13
\mathnet{http://mi.mathnet.ru/pmtf1075}
\elib{https://elibrary.ru/item.asp?id=21946321}
\transl
\jour J. Appl. Mech. Tech. Phys.
\yr 2014
\vol 55
\issue 2
\pages 191--198
\crossref{https://doi.org/10.1134/S0021894414020011}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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