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Conserved Quantities and Symmetries Related to Stochastic Dynamical Systems

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  • Tetsuya Misawa

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  • Tetsuya Misawa, 1999. "Conserved Quantities and Symmetries Related to Stochastic Dynamical Systems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(4), pages 779-802, December.
    • Handle: RePEc:spr:aistmt:v:51:y:1999:i:4:p:779-802
    DOI: 10.1023/A:1004095516648
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    References listed on IDEAS

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    1. Samuelson, Paul A., 1972. "The general saddlepoint property of optimal-control motions," Journal of Economic Theory, Elsevier, vol. 5(1), pages 102-120, August.
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    Cited by:

    1. Francesco C. De Vecchi & Elisa Mastrogiacomo & Mattia Turra & Stefania Ugolini, 2021. "Noether Theorem in Stochastic Optimal Control Problems via Contact Symmetries," Mathematics, MDPI, vol. 9(9), pages 1-34, April.
    2. Francesco C. De Vecchi & Elisa Mastrogiacomo & Mattia Turra & Stefania Ugolini, 2021. "Noether theorem in stochastic optimal control problems via contact symmetries," Papers 2102.03172, arXiv.org.
    3. Wang, Zhenyu & Wang, Chenke & Ma, Qiang & Ding, Xiaohua, 2020. "Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).

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