Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations

Anas Ouknine; Paul Lescot

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arXiv · 2501.05947

Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations

Anas Ouknine·Paul Lescot

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Abstract

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 equations (FBSDEs), established through the generalized Feynman-Kac formula.

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Anas Ouknine, Paul Lescot. 2025-01-10. Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations. https://arxiv.org/abs/2501.05947

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