Reduced integrability conjecture for diffusion-invariant stochastic dynamical systems

Let X=X0+XidBtidtX = X_0 + \sum X_i \circ \dfrac{dB_t^i}{dt} be an SDS on a manifold MM. Suppose that XX is integrable and diffusion invariant with respect to an action of a compact Lie group GG on MM. The quotient has a regular part denoted by the regular part of M/GM/G, and the reduced system of XX is defined there. Reduced integrability conjecture. The reduced system of XX on the regular part of the quotient space M/GM/G is also an integrable SDS. This conjecture concerns whether integrability is preserved under reduction by a compact symmetry group; the supplied source does not state whether it has been proved or disproved.

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Primary source

Nguyen Tien Zung and Nguyen Thanh Thien, “Reduction and integrability of stochastic dynamical systems”, arXiv:1410.5492 (2014).

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