@Article{EAJAM-4-368,
author = {},
title = {An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations},
journal = {East Asian Journal on Applied Mathematics},
year = {2018},
volume = {4},
number = {4},
pages = {368--385},
abstract = {<p style="text-align: justify;">An explicit numerical scheme is proposed for solving decoupled forward backward
stochastic differential equations (FBSDE) represented in integral equation form.
A general error inequality is derived for this numerical scheme, which also implies its
stability. Error estimates are given based on this inequality, showing that the explicit
scheme can be second-order. Some numerical experiments are carried out to illustrate
the high accuracy of the proposed scheme.</p>},
issn = {2079-7370},
doi = {https://doi.org/10.4208/eajam.030614.171014a},
url = {http://global-sci.org/intro/article_detail/eajam/10844.html}
}