Group classification of the linear stochastic differential ito equation
Keywords:
stochastic differential Ito equation, group analysis, commutator, Lie operation algebraAbstract
The article deals with the task on the group classification of the linear stochastic differential Ito equation of a given type which changes due to the parameters appearing in this equation. The problem is solved by the symmetry reduction. The result of the study is a table full of group classification of the equations, which lists all the possible equations and allowed their symmetry groupReferences
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