{
  "id": "2307.05089",
  "version": "v1",
  "published": "2023-07-11T07:41:42.000Z",
  "updated": "2023-07-11T07:41:42.000Z",
  "title": "Integration by parts formulas and Lie's symmetries of SDEs",
  "authors": [
    "Francesco C. De Vecchi",
    "Paola Morando",
    "Stefania Ugolini"
  ],
  "categories": [
    "math.PR",
    "math-ph",
    "math.MP"
  ],
  "abstract": "A strong quasi-invariance principle and a finite-dimensional integration by parts formula as in the Bismut approach to Malliavin calculus are obtained through a suitable application of Lie's symmetry theory to autonomous stochastic differential equations. The main stochastic, geometrical and analytical aspects of the theory are discussed and applications to some Brownian motion driven stochastic models are provided.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2023-07-11T07:41:42.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "parts formula",
      "brownian motion driven stochastic models",
      "integration",
      "autonomous stochastic differential equations",
      "lies symmetry theory"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}