Reduction and integrability of stochastic dynamical systems. (English. Russian original) Zbl 1373.37126
J. Math. Sci., New York 225, No. 4, 681-706 (2017); translation from Fundam. Prikl. Mat. 20, No. 3, 213-249 (2015).
Summary: This paper is devoted to the study of qualitative geometrical properties of stochastic dynamical systems, namely their symmetries, reduction, and integrability. In particular, we show that an SDS that is diffusion-wise symmetric with respect to a proper Lie group action can be diffusion-wise reduced to an SDS on the quotient space. We also show necessary and sufficient conditions for an SDS to be projectable via a surjective map. We then introduce the notion of integrability of SDS’s, and extend the results on the existence and structure-preserving property of Liouville torus actions from the classical case to the case of integrable SDS’s. We also show how integrable SDS’s are related to compatible families of integrable Riemannian metrics on manifolds.
MSC:
| 37H10 | Generation, random and stochastic difference and differential equations |
| 37J35 | Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests |
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