Sergey MELNICK
Department of Applied Mathematics,
Faculty of Mathematics,
Donetsk National University,
24 Universitetskaya Str.,
83055 Donetsk,
UKRAINE
E-mail: finance@dataxp.net, tsu@matfak.dongu.donetsk.ua

The group analysis of Ito stochastic parabolic equations

Abstract:
The criterion of invariance of Ito stochastic parabolic differential equations with respect to a groups of transformations with extended tangent vector is proved. This result allows us to constract the invariant solutions of Ito stochastic parabolic differential equations.