W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory

DOI10.1016/j.cnsns.2020.105527zbMath1462.60092OpenAlexW3086114694WikidataQ115358584 ScholiaQ115358584MaRDI QIDQ2212046

Guangyan Jia, Na Zhang

Publication date: 17 November 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2020.105527

zbMATH Keywords

Lie algebrabackward stochastic differential equationW-symmetrydetermining equationsimple random symmetry

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Symmetries, invariants, etc. in context of PDEs (35B06)

Cites Work

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