{ "id": "1711.06493", "version": "v1", "published": "2017-11-17T11:00:39.000Z", "updated": "2017-11-17T11:00:39.000Z", "title": "Symmetry and integrability for stochastic differential equations", "authors": [ "Giuseppe Gaeta", "Claudia Lunini" ], "categories": [ "math-ph", "math.DS", "math.MP", "nlin.SI" ], "abstract": "We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [J. Phys. A ${\\bf 43}$ (2010) \\& ${\\bf 44}$ (2011)]. Together with integrability, we also consider the relations between symmetries and reducibility of a system of SDEs to a lower dimensional one. We consider both \"deterministic\" symmetries and \"random\" ones, in the sense introduced recently by Gaeta and Spadaro [J.Math. Phys. ${\\bf 58}$ (2017)].", "revisions": [ { "version": "v1", "updated": "2017-11-17T11:00:39.000Z" } ], "analyses": { "keywords": [ "integrability", "ito stochastic differential equations", "party results", "lower dimensional", "systems thereof" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }