Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations

Symmetries of th-order approximate stochastic ordinary differential equations (SODEs) are studied. The determining equations of these SODEs are derived in an Itô calculus context. These determining equations are not stochastic in nature. SODEs are normally used to model nature (e.g., earthquakes) or...

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Bibliographic Details
Main Authors: E. Fredericks, F. M. Mahomed
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/263570
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