paper

Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations

arXiv:2501.05947

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.

Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations · wovepaper