New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations

Weidong Zhao, Yu Fu, Tao Zhou. New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations. SIAM J. Scientific Computing, 36(4), 2014. [doi]

Authors

Weidong Zhao

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Yu Fu

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Tao Zhou

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