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]
@article{ZhaoFZ14,
title = {New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations},
author = {Weidong Zhao and Yu Fu and Tao Zhou},
year = {2014},
doi = {10.1137/130941274},
url = {http://dx.doi.org/10.1137/130941274},
researchr = {https://researchr.org/publication/ZhaoFZ14},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {36},
number = {4},
}