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arXiv · 2602.18251

Invariance properties of Brownian motion via Lie's symmetries

Susanna Dehò·Francesco C. De Vecchi·Paola Morando·Stefania Ugolini
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Abstract

The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by parts formula developed in the same research area.

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Susanna Dehò, Francesco C. De Vecchi, Paola Morando, Stefania Ugolini. 2026-02-20. Invariance properties of Brownian motion via Lie's symmetries. https://arxiv.org/abs/2602.18251

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