Invariance properties of Brownian motion via Lie's symmetries
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , , , |
|---|---|
| Format: | Preprint |
| Publié: |
2026
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866912915699793920 |
|---|---|
| author | Dehò, Susanna De Vecchi, Francesco C. Morando, Paola Ugolini, Stefania |
| author_facet | Dehò, Susanna De Vecchi, Francesco C. Morando, Paola Ugolini, Stefania |
| contents | The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by parts formula developed in the same research area. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_18251 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Invariance properties of Brownian motion via Lie's symmetries Dehò, Susanna De Vecchi, Francesco C. Morando, Paola Ugolini, Stefania Probability The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by parts formula developed in the same research area. |
| title | Invariance properties of Brownian motion via Lie's symmetries |
| topic | Probability |
| url | https://arxiv.org/abs/2602.18251 |