Admitted symmetries of Backward Stochastic Differential Equations
Probability
2025-06-13 v1
Abstract
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.
Keywords
Cite
@article{arxiv.2506.10650,
title = {Admitted symmetries of Backward Stochastic Differential Equations},
author = {Anas Ouknine and Paul Lescot},
journal= {arXiv preprint arXiv:2506.10650},
year = {2025}
}