Search Results

• Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs

  Yu Fu, Weidong Zhao, Tao Zhou

  2020-03-09

  48705 3087 Pages:296-319

• Splitting Schemes for Second-Order Backward Stochastic Differential Equations

  Bo Li, Weidong Zhao, Luying Zheng

  2025-10-22

  5576 351 Pages:1003-1026

• ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

  Shuixin Fang, Weidong Zhao

  2023-11-07

  28458 2443 Pages:1053-1086

• One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations

  Chengjian Zhang, Jingwen Wu, Weidong Zhao

  2019-10-12

  47174 2597 Pages:1213-1230

• A Class of Efficient Multistep Methods for Forward Backward Stochastic Differential Equations

  Xiao Tang, Jie Xiong

  2024-12-11

  11991 1149 Pages:904-932

• Deferred Correction Methods for Forward Backward Stochastic Differential Equations

  Tao Tang, Weidong Zhao, Tao Zhou

  2020-11-03

  40855 4284 Pages:222-242 Open-access

• An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps

  Yabing Sun, Jie Yang, Weidong Zhao

  2024-02-26

  23818 2366 Pages:243-274

• A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations

  Weidong Zhao, Wei Zhang, Lili Ju

  2016-09-01

  39445 2800 Pages:262-288