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Lie Point Symmetries of Autonomous Scalar First-Order Itô Stochastic Delay Ordinary Differential Equations

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  • Aminu Ma’aruf Nass

    (Federal University Dutse)

Abstract

In this paper, we consider an extension of Lie group theory to the class of constant delay autonomous stochastic differential equations of Itô form. The determining equations are deterministic even though they represent the stochastic process. The Lie algebras obtained are of low dimensions, and they form an Abelian group.

Suggested Citation

  • Aminu Ma’aruf Nass, 2022. "Lie Point Symmetries of Autonomous Scalar First-Order Itô Stochastic Delay Ordinary Differential Equations," Journal of Theoretical Probability, Springer, vol. 35(3), pages 1939-1951, September.
    • Handle: RePEc:spr:jotpro:v:35:y:2022:i:3:d:10.1007_s10959-021-01103-7
    DOI: 10.1007/s10959-021-01103-7
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    References listed on IDEAS

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    1. Nass, Aminu M., 2019. "Lie symmetry analysis and exact solutions of fractional ordinary differential equations with neutral delay," Applied Mathematics and Computation, Elsevier, vol. 347(C), pages 370-380.
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