@Article{EAJAM-7-548,
author = {},
title = {Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations},
journal = {East Asian Journal on Applied Mathematics},
year = {2018},
volume = {7},
number = {3},
pages = {548--565},
abstract = {<p style="text-align: justify;">In error estimates of various numerical approaches for solving decoupled forward
backward stochastic differential equations (FBSDEs), the rate of convergence for
one variable is usually less than for the other. Under slightly strengthened smoothness
assumptions, we show that the fully discrete Euler scheme admits a first-order rate of
convergence for both variables.</p>},
issn = {2079-7370},
doi = {https://doi.org/10.4208/eajam.110417.070517a},
url = {http://global-sci.org/intro/article_detail/eajam/10764.html}
}