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• General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations

  Kai Liu, Guiding Gu

  2022-10-06

  38408 3333 Pages:541-569

• Two-Step Scheme for Backward Stochastic Differential Equations

  Qiang Han, Shaolin Ji

  2022-11-15

  300608 3163 Pages:287-304

• A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

  Jie Yang, Guannan Zhang, Weidong Zhao

  2019-02-12

  39627 2950 Pages:237-258

• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations

  Yabing Sun, Jie Yang, Weidong Zhao, Tao Zhou

  2022-10-06

  41543 3306 Pages:517-540

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

  Guannan Zhang, Max Gunzburger, Weidong Zhao

  2018-08-22

  38400 3861 Pages:221-248

• A Novel Second Order Scheme with One Step for Forward Backward Stochastic Differential Equations

  Qiang Han, Shihao Lan, Quanxin Zhu

  2025-09-15

  277 109

• High Oder Probabilistic Numerical Methods for Forward Backward Stochastic Differential Equations

  Qiang Han, Yurong Liu

  2026-02-24

  90 135

• Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  36234 2900 Pages:213-244

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

  Diancong Jin

  2024-11-21

  16454 1481 Pages:588-614