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• Two-Step Scheme for Backward Stochastic Differential Equations

  Qiang Han, Shaolin Ji

  2022-11-15

  300603 3162 Pages:287-304

• A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations

  Guannan Zhang, Max Gunzburger, Weidong Zhao

  2018-08-22

  38400 3858 Pages:221-248

• A New Second Order Numerical Scheme for Solving Decoupled Mean-Field FBSDEs with Jumps

  Yabing Sun, Weidong Zhao

  2024-11-18

  4087 513 Pages:229-256

• Central Limit Theorem for Temporal Average of Backward Euler-Maruyama Method

  Diancong Jin

  2024-11-21

  16451 1477 Pages:588-614