摘要
In this paper symmetries and conservation laws for stochastic dynamical systems are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratonovich dynamical systems are derived. It shows how to derive conserved quantities for stochastic dynamical systems by using their symmetries without recourse to Noether＇s theorem.
In this paper symmetries and conservation laws for stochastic dynamical systems are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratonovich dynamical systems are derived. It shows how to derive conserved quantities for stochastic dynamical systems by using their symmetries without recourse to Noether＇s theorem.
基金
Project supported by the National Natural Science Foundation of China （Grant Nos 10572021 and 10372053）, and Fundamental Research Foundation of Beijing Institute of Technology, China （Grant No BIT-UBF-200507A4206）
