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• Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs

  Yu Fu, Weidong Zhao, Tao Zhou

  2020-03-09

  48597 3045 Pages:296-319

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

  Xiao Tang, Jie Xiong

  2024-12-11

  11879 1107 Pages:904-932

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

  Yabing Sun, Jie Yang, Weidong Zhao

  2024-02-26

  23692 2281 Pages:243-274

• Deferred Correction Methods for Forward Backward Stochastic Differential Equations

  Tao Tang, Weidong Zhao & Tao Zhou

  2020-11-03

  40745 4215 Pages:222-242 Open-access

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

  Weidong Zhao, Wei Zhang & Lili Ju

  2016-09-01

  39352 2762 Pages:262-288