Lie-Point Symmetries and Backward Stochastic Differential Equations
| Autor: | Na Zhang, Guangyan Jia |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2019 |
| Předmět: | |
| Zdroj: | Symmetry, Vol 11, Iss 9, p 1153 (2019) |
| Druh dokumentu: | article |
| ISSN: | 2073-8994 |
| DOI: | 10.3390/sym11091153 |
| Popis: | 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. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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