Lie-Point Symmetries and Backward Stochastic Differential Equations
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.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-09-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/11/9/1153 |