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Bibliographic Details
Main Authors: Ouknine, Anas, Lescot, Paul
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2506.10650
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Table of 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.