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arXiv · 2209.15482

The Adomian series representation of some quadratic BSDEs

Revaz Tevzadze
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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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Revaz Tevzadze. 2022-09-30. The Adomian series representation of some quadratic BSDEs. https://arxiv.org/abs/2209.15482

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