Random Lie-point symmetries of stochastic differential equations
arXiv:1705.08873 · doi:10.1063/1.4982639
Abstract
We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form. We also discuss relations with previous results in the literature.
In new version (November 2017) we have added an important ERRATUM. Due to a trivial mistake in a formula, several examples should be revised; more relevant, the qualitatove results of Section VIII turn out to be wrong, as discussed in the erratum. See also arXiv:1711.01999