The Adomian series representation of some quadratic BSDEs
Probability
2022-10-03 v1 Classical Analysis and ODEs
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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Cite
@article{arxiv.2209.15482,
title = {The Adomian series representation of some quadratic BSDEs},
author = {Revaz Tevzadze},
journal= {arXiv preprint arXiv:2209.15482},
year = {2022}
}
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16 pages