Search Results

• High-Efficiency Explicit Multistep Schemes for Coupled Second-Order FBSDEs

  Bo Li, Weidong Zhao

  2026-02-01

  4624 381 Pages:322-347

• Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations

  Xu Wang, Weidong Zhao

  2023-02-24

  39068 3407 Pages:737-768

• Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates

  Xu Yang, Weidong Zhao

  2021-07-01

  48017 4172 Pages:1457-1480

• A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations

  Ying Liu, Yabing Sun, Weidong Zhao

  2020-04-10

  50070 3411 Pages:643-663

• Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps

  Xu Yang, Weidong Zhao

  2021-07-01

  45288 4066 Pages:1004-1022