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

  Kai Liu, Guiding Gu

  2022-10-06

  38266 3303 Pages:541-569

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

  Jie Yang, Guannan Zhang, Weidong Zhao

  2019-02-12

  39511 2916 Pages:237-258

• Two-Step Scheme for Backward Stochastic Differential Equations

  Qiang Han, Shaolin Ji

  2022-11-15

  300469 3126 Pages:287-304

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

  Guannan Zhang, Max Gunzburger & Weidong Zhao

  2018-08-22

  38276 3840 Pages:221-248

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

  Yabing Sun, Jie Yang, Weidong Zhao, Tao Zhou

  2022-10-06

  41432 3271 Pages:517-540

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

  Qiang Han, Shihao Lan, Quanxin Zhu

  2025-09-15

  208 63

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

  Qiang Han, Yurong Liu

  2026-02-24

  0 0

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

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  36112 2872 Pages:213-244

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

  Diancong Jin

  2024-11-21

  16265 1433 Pages:588-614