Strong Stability Preserving Multistep Schemes for Forward Backward Stochastic Differential Equations

Shuixin Fang, Weidong Zhao, Tao Zhou. Strong Stability Preserving Multistep Schemes for Forward Backward Stochastic Differential Equations. J. Sci. Comput., 94(3):53, February 2023. [doi]

Abstract

Abstract is missing.