A Remark on Symmetry of Stochastic Dynamical Systems and Their Conserved Quantities

Abstract

Symmetry properties of stochastic dynamical systems described by stochastic differential equation of Stratonovich type and related conserved quantities are discussed, extending previous results by Misawa. New conserved quantities are given by applying symmetry operators to known conserved quantities. Some detailed examples are presented.

11 pages, Latex

References in corpus (1)

• Basic Representations of A_{2l}^(2) and D_{l+1}^(2) and the Polynomial Solutions to the Reduced BKP Hierarchies

Cited by in corpus (10)

• Symmetry of stochastic non-variational differential equations
• Symmetries of Stochastic Differential Equations: a geometric approach
• Random Lie-point symmetries of stochastic differential equations
• Symmetries of Stochastic Differential Equations using Girsanov transformations
• W-Symmetries of Ito stochastic differential equations
• Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field
• Reduction and integrability of stochastic dynamical systems
• Emergence of phantom cold dark matter from spacetime diffusion
• Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
• Stochastic symmetries and transformations of stochastic differential equations