We provide a symmetry classification of scalar stochastic equations with multiplicative noise. These equations can be integrated by means of the Kozlov procedure, by passing to symmetry adapted variables.
- Pub Date:
- February 2020
- Mathematical Physics;
- Mathematics - Dynamical Systems;
- Nonlinear Sciences - Exactly Solvable and Integrable Systems
- To appear in Journal of Nonlinear Mathematical Physics (2020). This version includes "supplementary material"