The interconnection of symmetries of Ito stochastic differential equation and corresponding to him Fokker - Planck equation
Aleksandrova O. V.
In article the differential equation in partial derivatives was considered, which is closely associated with the stochastic differential equation Ito. We investigate the interconnection of symmetry, which are allowed by the Ito equation and corresponding to him the Fokker - Planck equation. The theorem is proved, under conditions of which the symmetry of the Ito equation is the projection of the symmetry of the corresponding extended Fokker - Planck equation. The calculations were made by means of special functions Maple. Key words: symmetries, stochastic differential equation by Ito, Fokker – Plank equation.
