00-107 Giuseppe Gaeta

Lie-point symmetries and stochastic differential equations II (581K, PostScript) Mar 10, 00

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Abstract. We complement the discussion of symmetries of Ito equations given in Gaeta and Rodriguez Quintero (mp-arc 99-237) by considering transformation acting on vector Wiener processes as well, together with discrete symmetries. We also discuss symmetries for the random dynamical system defined by an Ito equation, and show that these are in general more than the symmetries of the one-particle process defined by the same Ito equation.

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