Lie-Point Symmetries and Backward Stochastic Differential Equations

Na Zhang; Guangyan Jia

doi:10.3390/sym11091153

Symmetry (Sep 2019)

Lie-Point Symmetries and Backward Stochastic Differential Equations

Na Zhang,
Guangyan Jia

Affiliations

Na Zhang: School of Science, Tianjin University of Technology, Tianjin 300384, China
Guangyan Jia: Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250199, China

DOI: https://doi.org/10.3390/sym11091153
Journal volume & issue: Vol. 11, no. 9
p. 1153

Abstract

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In this paper, we introduce the Lie-point symmetry method into backward stochastic differential equation and forward−backward stochastic differential equations, and get the corresponding deterministic equations.

Published in Symmetry

ISSN: 2073-8994 (Online)
Publisher: MDPI AG
Country of publisher: Switzerland
LCC subjects: Science: Mathematics
Website: http://www.mdpi.com/journal/symmetry/

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