Admitted symmetries of Backward Stochastic Differential Equations
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866915339399331840 |
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| author | Ouknine, Anas Lescot, Paul |
| author_facet | Ouknine, Anas Lescot, Paul |
| contents | In this article, we introduce the concept of admitted Lie group of transformations for both backward stochastic differential equations (BSDEs) and forward backward stochastic differential equations (FBSDEs), following the approach of Meleshko et al. An application to BSDE is presented. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_10650 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Admitted symmetries of Backward Stochastic Differential Equations Ouknine, Anas Lescot, Paul Probability 34A26, 91B28, 60H10, 60H30, 58D19 In this article, we introduce the concept of admitted Lie group of transformations for both backward stochastic differential equations (BSDEs) and forward backward stochastic differential equations (FBSDEs), following the approach of Meleshko et al. An application to BSDE is presented. |
| title | Admitted symmetries of Backward Stochastic Differential Equations |
| topic | Probability 34A26, 91B28, 60H10, 60H30, 58D19 |
| url | https://arxiv.org/abs/2506.10650 |