论文标题
Kolmogorov向后方程的对称性
Symmetries of Kolmogorov backward equation
论文作者
论文摘要
该注释提供了对称性和随机微分方程的第一积分与关联的Kolmogorov向后方程的对称性之间的关系。还给出了Kolmogorov向后方程的对称性与Kolmogorov方程的对称性之间的关系。
The note provides the relation between symmetries and first integrals of Itô stochastic differential equations and symmetries of the associated Kolmogorov backward equation. Relation between the symmetries of the Kolmogorov backward equation and the symmetries of the Kolmogorov forward equation is also given.
