In a recent paper we have classified scalar Ito equations which admits a standard symmetry; these are also directly integrable by the Kozlov substitution. In the present work, we consider the diffusion (Fokker-Planck) equations associated to such symmetric Ito equations.

Comment: 24 pages, no figures

• 35B07 - Axially symmetric solutions to PDEs
• 35Q53 - KdV equations (Korteweg-de Vries equations)
• 35Q84 - Fokker-Planck equations
• 35R60 - PDEs with randomness, stochastic partial differential equations
• 37K10 - Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.)
• 82C31 - Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

• 1 zbMATH Open