Open Access
2012 Symmetries of n th-Order Approximate Stochastic Ordinary Differential Equations
E. Fredericks, F. M. Mahomed
J. Appl. Math. 2012(SI14): 1-15 (2012). DOI: 10.1155/2012/263570

Abstract

Symmetries of n 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 for testing the safety and reliability of models in construction engineering when looking at the impact of random perturbations.

Citation

Download Citation

E. Fredericks. F. M. Mahomed. "Symmetries of n th-Order Approximate Stochastic Ordinary Differential Equations." J. Appl. Math. 2012 (SI14) 1 - 15, 2012. https://doi.org/10.1155/2012/263570

Information

Published: 2012
First available in Project Euclid: 16 July 2013

zbMATH: 1267.60060
MathSciNet: MR3005216
Digital Object Identifier: 10.1155/2012/263570

Rights: Copyright © 2012 Hindawi

Vol.2012 • No. SI14 • 2012
Back to Top