A Generalization of the von Bertalanffy growth Model using the BSDE Approach

Authors

  • B. Chikvinidze Georgian-American University; Institute of Cybernetics of Georgian Technical University
  • M. Mania Razmadze Mathematical Institute of Tbilisi State University; Georgian-American University

DOI:

https://doi.org/10.62232/barp.8.2023.7432

Keywords:

Bertalanffy growth model, Levy Process, Brownian Motion, Backward Equation

Abstract

The generalized von Bertalanffy growth model with random extremal length is expressed as a unique solution of a Backward Stochastic Differential Equation.

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Published

2023-12-28

How to Cite

Chikvinidze, B., & Mania, M. (2023). A Generalization of the von Bertalanffy growth Model using the BSDE Approach. Business Administration Research Papers, 8(b). https://doi.org/10.62232/barp.8.2023.7432

Issue

Vol. 8 No. b (2023): Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences VIII

Section

Conference Materials

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