Showing math.PRShow all
2 papers · 1 filter
math.PR2025
Admitted symmetries of Backward Stochastic Differential Equations
Anas Ouknine, Paul Lescot
In this article, we introduce the concept of admitted Lie group of transformations for both backward stochastic differential equations (BSDEs) and forward backward stochastic diffe…
math.PR2025
Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations
Anas Ouknine, Paul Lescot
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 equa…