Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations

Jie Yang, Weidong Zhao, Tao Zhou. Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations. J. Sci. Comput., 79(3):1409-1432, 2019. [doi]

Authors

Jie Yang

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Weidong Zhao

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Tao Zhou

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