Abstract 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.
Received: 12 January 2007
Revised: 01 February 2007
Accepted manuscript online:
Fund: 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).
Cite this article:
Shang Mei(尚玫) and Mei Feng-Xiang (梅凤翔) Conserved quantities and symmetries related to stochastic Hamiltonian systems 2007 Chinese Physics 16 3161
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