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- W3128332503 abstract "Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously proved. We also present a sufficient and necessary condition for the stability of the schemes. Numerical experiments are given to illustrate the stability and convergence rates of the proposed methods." @default.
- W3128332503 created "2021-02-15" @default.
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- W3128332503 date "2021-02-11" @default.
- W3128332503 modified "2023-09-27" @default.
- W3128332503 title "Novel multi-step predictor-corrector schemes for backward stochastic differential equations" @default.
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- W3128332503 doi "https://doi.org/10.48550/arxiv.2102.05915" @default.
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