Next Article in Journal
ILRA: Novelty Detection in Face-Based Intervener Re-Identification
Previous Article in Journal
An Image Style Transfer Network Using Multilevel Noise Encoding and Its Application in Coverless Steganography
 
 
Font Type:
Arial Georgia Verdana
Font Size:
Aa Aa Aa
Line Spacing:
Column Width:
Background:
Article

Lie-Point Symmetries and Backward Stochastic Differential Equations

1
School of Science, Tianjin University of Technology, Tianjin 300384, China
2
Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250199, China
*
Author to whom correspondence should be addressed.
Symmetry 2019, 11(9), 1153; https://doi.org/10.3390/sym11091153
Submission received: 22 July 2019 / Revised: 30 August 2019 / Accepted: 5 September 2019 / Published: 11 September 2019

Abstract

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.
Keywords: backward stochastic differential equation; Lie-point symmetry; forward–backward stochastic differential equation backward stochastic differential equation; Lie-point symmetry; forward–backward stochastic differential equation

Share and Cite

MDPI and ACS Style

Zhang, N.; Jia, G. Lie-Point Symmetries and Backward Stochastic Differential Equations. Symmetry 2019, 11, 1153. https://doi.org/10.3390/sym11091153

AMA Style

Zhang N, Jia G. Lie-Point Symmetries and Backward Stochastic Differential Equations. Symmetry. 2019; 11(9):1153. https://doi.org/10.3390/sym11091153

Chicago/Turabian Style

Zhang, Na, and Guangyan Jia. 2019. "Lie-Point Symmetries and Backward Stochastic Differential Equations" Symmetry 11, no. 9: 1153. https://doi.org/10.3390/sym11091153

APA Style

Zhang, N., & Jia, G. (2019). Lie-Point Symmetries and Backward Stochastic Differential Equations. Symmetry, 11(9), 1153. https://doi.org/10.3390/sym11091153

Note that from the first issue of 2016, this journal uses article numbers instead of page numbers. See further details here.

Article Metrics

Back to TopTop