Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations
Probability
2025-01-13 v1
Abstract
We examine the Lie symmetries of a semi-linear partial differential equations and their connections to the analogous symmetries of the forward-backward stochastic differential equations (FBSDEs), established through the generalized Feynman-Kac formula.
Keywords
Cite
@article{arxiv.2501.05947,
title = {Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations},
author = {Anas Ouknine and Paul Lescot},
journal= {arXiv preprint arXiv:2501.05947},
year = {2025}
}