Data di Pubblicazione:
2019
Abstract:
A geometric reformulation of the martingale problem associated with a set of diffusion processes is proposed. This formulation, based on second-order geometry and Itô integration on manifolds, allows us to give a natural and effective definition of Lie symmetries for diffusion processes.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
diffusion processes; Ito integration on manifolds; Lie symmetries analysis; second-order geometry
Elenco autori:
De Vecchi, F. C.; Morando, P.; Ugolini, S.
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