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., 2014, Volume 55, Issue 2,Pages <nobr>5

This article is cited in 1 paper

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

M. A. Abdullin^a, S. V. Meleshko^b, F. S. Nasyrov^a

^a Ufa State Aviation Technical University, Ufa, 450000, Russia
^b Suranari Technological University, Nakhon Ratchasima, 30000, Thailand

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.

UDC: 517.9

Received: 29.10.2013