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Title: Adomian's Decomposition Method Applied to an Exponential Equation
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Armenian Journal of Mathematics=Հայկական մաթեմատիկական հանդես
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Գլխ. խմբ.՝ Անրի Ներսեսյան ; Պատ. խմբ.՝ Լինդա Խաչատրյան ; Խմբ. տեղակալ՝ Ռաֆայել Բարխուդարյան
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The purpose of this study is to obtain a decomposition of the solution to a backward stochastic differential equation used in the dual problem of mathematical finance. Some explicitly solvable equations considered. We convert the equation into a system of recurrent relations. By solving this system and proving convergence of the series the solution to the equation can be determined. In this study, Adomian's method was applied to solve the backward stochastic differential equation. An explicit solution was obtained for some examples.
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click here to follow the link ; oai:arar.sci.am:424437
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Electronic Open Access Publication of the National Academy of Sciences of Armenia
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ՀՀ ԳԱԱ Հիմնարար գիտական գրադարան
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Last modified:
Dec 4, 2025
In our library since:
Dec 4, 2025
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4
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https://arar.sci.am/publication/457603
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Armenian Journal of Mathematics=Հայկական մաթեմատիկական հանդես
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Armenian Journal of Mathematics, 2008, Volume 1
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Armenian Journal of Mathematics, 2009, Volume 2
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Armenian Journal of Mathematics, 2010, Volume 3
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Armenian Journal of Mathematics, 2012, Volume 4
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Armenian Journal of Mathematics, 2013, Volume 5
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Armenian Journal of Mathematics, 2014, Volume 6
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Armenian Journal of Mathematics, 2015, Volume 7
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Armenian Journal of Mathematics, 2016, Volume 8
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Armenian Journal of Mathematics, 2017, Volume 9
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Armenian Journal of Mathematics, 2018, Volume 10
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Armenian Journal of Mathematics, 2019, Volume 11
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Armenian Journal of Mathematics, 2020, Volume 12
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Armenian Journal of Mathematics, 2021, Volume 13
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Armenian Journal of Mathematics, 2022, Volume 14
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Armenian Journal of Mathematics, 2023, Volume 15
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Armenian Journal of Mathematics, 2024, Volume 16
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Armenian Journal of Mathematics, 2025, Volume 17
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Armenian Journal of Mathematics, 2008, Volume 1
| Edition name | Date |
|---|---|
| Tevzadze, R. N., Adomian's Decomposition Method Applied to an Exponential Equation | Dec 4, 2025 |
