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• An Axiomatic Approach to Numerical Approximations of Stochastic Processes

  Henri Schurz

  2006-03-01

  30408 2620 Pages:459-480

• A Class of Runge-Kutta Methods for Backward Stochastic Differential Equations

  Xiao Tang, Jie Xiong

  2025-08-04

  6396 569 Pages:777-800

• Splitting Schemes for Backward Stochastic Differential Equations

  Luying Zheng, Weidong Zhao

  2025-04-29

  7216 532 Pages:585-602

• Richardson Extrapolation of the Crank-Nicolson Scheme for Backward Stochastic Differential Equations

  Yafei Xu, Weidong Zhao

  2024-04-07

  21159 1819 Pages:268-294

• Error Estimates of the Crank-Nicolson Scheme for Solving Backward Stochastic Differential Equations

  Weidong Zhao, Yang Li, Lili Ju

  2013-10-01

  33258 2659 Pages:876-898

• Partially Observable Stochastic Optimal Control

  Guangchen Wang, Jie Xiong, Shuaiqi Zhang

  2016-07-03

  32134 2753 Pages:493-512

• Convergence and Stability of Implicit Methods for Jump-Diffusion Systems

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29714 2658 Pages:125-140