Symmetries of Itô and Stratonovich Dynamical Systems and Their Conserved Quantities

A new definition for the symmetries of Itô and Stratonovich dynamicalsystem is given. Determining systems of symmetries for Itô andStratonovich systems have been obtained, and their relation has beendiscussed. It has been shown that some of the Lie point symmetries ofthe Fokker–Planck equation can be constructed using the symmetries ofItô dynamical systems. Conserved quantities can be found from thesymmetries of stochastic dynamical systems which do not arise from aHamiltonian. The results have been applied to an example.