Lie-point symmetries and stochastic differential equations: II

Authors
Gaeta, G
Citation
G. Gaeta, Lie-point symmetries and stochastic differential equations: II, J PHYS A, 33(27), 2000, pp. 4883-4902
Citations number
6
Categorie Soggetti
Physics
Journal title
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
ISSN journal
03054470 → ACNP
Volume
33
Issue
27
Year of publication
2000
Pages
4883 - 4902
Database
ISI
SICI code
0305-4470(20000714)33:27<4883:LSASDE>2.0.ZU;2-0
Abstract
We complement the discussion of symmetries of Ito equations given in Gaeta and Rodriguez Quintero (1999 J. Phys. A: Math. Gen. 32 8485-505) by conside ring transformations acting on vector Wiener processes as well, together wi th discrete symmetries. We also discuss symmetries for the random dynamical system defined by an Ito equation, and show that there are, in general, mo re than the symmetries of the one-particle process defined by the same Ito equation.