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• High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control

  Weidong Zhao, Tao Zhou & Tao Kong

  2018-04-09

  41185 3088 Pages:808-834

• Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs

  Tao Kong, Weidong Zhao & Tao Zhou

  2020-07-30

  39341 3361 Pages:1482-1503