2000 character limit reached
A note on symmetries of diffusions within a martingale problem approach
Published 1 Jul 2017 in math.PR and math.DG | (1707.00128v1)
Abstract: A geometric reformulation of the martingale problem associated with a set of diffusion processes is proposed. This formulation, based on second order geometry and Ito integration on manifolds, allows us to give a natural and effective definition of Lie symmetries for diffusion processes.
Paper Prompts
Sign up for free to create and run prompts on this paper.