The Adomian series representation of some quadratic BSDEs

Article Sidebar

Main Article Content

R. Tevzadze

Abstract

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

pdf
Keywords:
Stochastic exponential, martingale, Adomian series, Brownian Motion
Published: Dec 27, 2022
DOI: https://doi.org/10.48614/bara.7.2022.6040

Article Details

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
PKPApplication::getCCLicenseBadge(https://creativecommons.org/licenses/by-nc/4.0)