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- W2045696244 abstract "Lie point group classification of a scalar stochastic differential equation (SDE) with one-dimensional Brownian motion is presented. The admitted symmetry group can be zero, one, two or three dimensional. If an equation admits a three-dimensional symmetry group, it can be transformed into the equation of Brownian motion by a change of variables with non-random time transformation. Such equations can be integrated by quadratures. There are described drift coefficients for which SDEs with constant diffusion coefficients admit two- and three-dimensional symmetry groups." @default.
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- W2045696244 title "The group classification of a scalar stochastic differential equation" @default.
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