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math.PR2025
Multivalued backward stochastic differential equations with jumps and moving boundary
Badr Elmansouri, Anas Ouknine, Youssef Ouknine
We prove existence and uniqueness for a one-dimensional multivalued backward stochastic differential equation with jumps. The equation involves a time-indexed family of maximal mon…
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…