A Remark on Symmetry of Stochastic Dynamical Systems and Their Conserved Quantities
Sergio Albeverio, Shao-Ming Fei
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.
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