  A weak invariant of a stochastic system is defined in such a way that its
expectation value with respect to the distribution function as a solution of
the associated Fokker-Planck equation is constant in time. A general formula is
given for time evolution of fluctuations of the invariants. An application to
the problem of share price in finance is illustrated. It is shown how this
theory makes it possible to reduce the growth rate of the fluctuations.
