I don't like any of the notation I have found for denoting forward / backward SDEs. I want a symbol that mostly looks the same for forward and backward for semantic similarity, but I don't want to make it large and clunky either.
- Using
$X_t$ and$Y_t$ are not good for semantic similarity. - Using
$\overset{\leftarrow}{X}_t$ and$\overset{\rightarrow}{X}_t$ is too clunky. - Using
$X^{\text{f}}_t$ and$X^{\text{b}}_t$ is not readable enough at a glance. - Using
$X^{\text{fwd}}_t$ and$X^{\text{bwd}}_t$ is too clunky.