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 (5) : 1290-1317.

中国科学院数学与系统科学研究院期刊网
JCM
Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (5) : 1290-1317. DOI: 10.4208/jcm.2310-m2023-0089 CSTR: 32031.14.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(5): 1290-1317 https://doi.org/10.4208/jcm.2310-m2023-0089

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