Volume 15, Issue 3
A Numerical Method and Its Error Estimates for the Decoupled Forward-backward Stochastic Differential Equations

Weidong Zhao ,  Wei Zhang and Lili Ju

10.4208/cicp.280113.190813a

Commun. Comput. Phys., 15 (2014), pp. 618-646

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Published online: 2014-03

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