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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.18251 |
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| _version_ | 1866912915699793920 |
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| author | Dehò, Susanna De Vecchi, Francesco C. Morando, Paola Ugolini, Stefania |
| author_facet | Dehò, Susanna De Vecchi, Francesco C. Morando, Paola Ugolini, Stefania |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_18251 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Invariance properties of Brownian motion via Lie's symmetries Dehò, Susanna De Vecchi, Francesco C. Morando, Paola Ugolini, Stefania Probability 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. |
| title | Invariance properties of Brownian motion via Lie's symmetries |
| topic | Probability |
| url | https://arxiv.org/abs/2602.18251 |