Reduced integrability conjecture for diffusion-invariant stochastic dynamical systems

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Let X=X0+∑Xi∘dBtidtX = 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.

References

Primary source

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

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