Giuseppe Gaeta
Lie-point symmetries and stochastic differential equations II
(581K, PostScript)

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.