Special Session 29: Stochastic Dynamical Systems

Local First Integrals and Poincar\`{e}-Type Nonintegrability for SDEs
Kaiyin Huang
Sichuan Univeristy
Peoples Rep of China
Co-Author(s):    
Abstract:
This talk studies local first integrals for stochastic differential equations (SDEs). We define strong and weak local first integrals, and present necessary conditions for the existence of analytic first integrals by using resonance relations. The classical Poincar\`{e} nonintegrability theorem is extended to the stochastic framework.