W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory (Q2212046)

The authors consider a multidimensional backward stochastic differential equation (BSDE) in \(\mathbb{R}^n\) of the form \[ y_t = Y + \int_t^T g(s,y_s,z_s)ds + \int_t^T z-s dw_s, \] where \(w\) is a \(d\)-dimensional Brownian motion, \(T\) is the fixed terminal time, \(Y\) is the terminal condition; its solution is a pair \((y,z)\) of adapted processes. The article is devoted to applications of symmetry method to BSDEs. The authors derive necessary and sufficient conditions for both random and non-random transformations to be symmetries of BSDEs (the definition of symmetry, however, is not given in the article).