The Adomian series representation of some quadratic BSDEs
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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| Format: | Artikel |
| Sprache: | eng |
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| Zusammenfassung: | The representation of the solution of some Backward Stochastic Differential
Equation as an infinite series is obtained. Some exactly solvable examples are
considered. |
|---|---|
| DOI: | 10.48550/arxiv.2209.15482 |