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]
@article{YangZZ19-2,
title = {Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations},
author = {Jie Yang and Weidong Zhao and Tao Zhou},
year = {2019},
doi = {10.1007/s10915-018-00896-w},
url = {https://doi.org/10.1007/s10915-018-00896-w},
researchr = {https://researchr.org/publication/YangZZ19-2},
cites = {0},
citedby = {0},
journal = {J. Sci. Comput.},
volume = {79},
number = {3},
pages = {1409-1432},
}