The Adomian series representation of some quadratic BSDEs
Revaz Tevzadze
TL;DR
This paper presents a method to represent solutions of certain quadratic backward stochastic differential equations (BSDEs) as infinite series, including examples where solutions can be explicitly computed.
Contribution
It introduces an Adomian series approach to quadratic BSDEs, providing a new analytical tool for solving these equations.
Findings
Series representation of solutions obtained
Explicit solutions demonstrated in special cases
Potential for analytical and numerical applications
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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Taxonomy
TopicsStochastic processes and financial applications