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

Physics – High Energy Physics – High Energy Physics - Theory

Scientific paper

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11 pages, Latex

Scientific paper

10.1088/0305-4470/28/22/012

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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