A NEW SECOND ORDER NUMERICAL SCHEME FOR SOLVING DECOUPLED MEAN-FIELD FBSDES WITH JUMPS

Yabing Sun, Weidong Zhao

Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (1) : 229-256.

Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (1) : 229-256. DOI: 10.4208/jcm.2310-m2023-0089

A NEW SECOND ORDER NUMERICAL SCHEME FOR SOLVING DECOUPLED MEAN-FIELD FBSDES WITH JUMPS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2025, 43(1): 229-256 https://doi.org/10.4208/jcm.2310-m2023-0089

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