A NOVEL SECOND ORDER SCHEME WITH ONE STEP FOR FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

Qiang Han, Shihao Lan, Quanxin Zhu

Journal of Computational Mathematics ›› 2026, Vol. 44 ›› Issue (4) : 967-990.

中国科学院数学与系统科学研究院期刊网
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Journal of Computational Mathematics ›› 2026, Vol. 44 ›› Issue (4) : 967-990. DOI: 10.4208/jcm.2505-m2024-0206

A NOVEL SECOND ORDER SCHEME WITH ONE STEP FOR FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

  • Qiang Han1, Shihao Lan1, Quanxin Zhu2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2026, 44(4): 967-990 https://doi.org/10.4208/jcm.2505-m2024-0206

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