The Adomian series representation of some quadratic BSDEs

Authors

  • R. Tevzadze

DOI:

https://doi.org/10.48614/bara.7.2022.6040

Keywords:

Stochastic exponential, martingale, Adomian series, Brownian Motion

Abstract

The representation of the solution of some Backward Stochastic Differential Equation as an infinite series is obtained. Some exactly solvable examples are considered.

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Published

2022-12-27

How to Cite

Tevzadze, R. . (2022). The Adomian series representation of some quadratic BSDEs. Business Administration Research Papers, 7. https://doi.org/10.48614/bara.7.2022.6040

Issue

Vol. 7 (2022): Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences VII

Section

Conference Materials

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