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W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov’s theory
Communications in Nonlinear Science and Numerical Simulation ( IF 3.9 ) Pub Date : 2020-09-12 , DOI: 10.1016/j.cnsns.2020.105527
Na Zhang , Guangyan Jia

In this paper, we study the determining equations of W-symmetries for backward stochastic differential equations (BSDEs). We have proved that each simple random symmetry of multi-dimensional BSDE can be preserved under simple deterministic change of coordinates. Finally, we study the use of symmetries in studying BSDEs, and find that symmetries of BSDE can not form Lie algebra.



中文翻译:

倒向随机微分方程的W-对称性,简单对称性的保存和Kozlov理论

在本文中,我们研究了后向随机微分方程(BSDE)的W对称性的确定方程。我们已经证明,多维BSDE的每个简单随机对称性都可以在简单的确定性坐标更改下得以保留。最后,我们研究了对称性在研究BSDE中的使用,发现BSDE的对称性不能形成李代数。

更新日期:2020-09-30
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