Lie-Point Symmetries and Backward Stochastic Differential Equations

Na Zhang, Guangyan Jia
2019 Symmetry  
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.
doi:10.3390/sym11091153 fatcat:cjfjo3xdezfbhd2acwtxqg3j5y