Seminar "A new approach to group analysis of stochastic differential equations".

Abstract:

We suggest a new approach to group analysis of stahostic one-dimensional differential equations. Its essence is that the problem of group analysis of a stochastic differential equation is reduced to a similar problem for ordinary differential equations, whose right side, generally speaking, depends on the trajectory of the Wiener process.

j.s.s. 

M.A. Abdullin