Lie-Point Symmetries and Backward Stochastic Differential Equations

被引：1
|
作者：
Zhang, Na [1 ]
Jia, Guangyan [2 ]
机构：
[1] Tianjin Univ Technol, Sch Sci, Tianjin 300384, Peoples R China
[2] Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250199, Shandong, Peoples R China
来源：
SYMMETRY-BASEL | 2019年 / 11卷 / 09期
基金：
中国国家自然科学基金; 国家重点研发计划;
关键词：
backward stochastic differential equation; Lie-point symmetry; forward-backward stochastic differential equation; CONSERVED QUANTITIES; QUADRATIC BSDES;
D O I：
10.3390/sym11091153
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
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.
引用
收藏
页数：14
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