An explicit method for the coupled forward backward stochastic differential equations

DOI10.4208/AAMM.OA-2024-0026MaRDI QIDQ6909398zbMATH OpenFDO

Authors Xiao Tang, Jie Xiong

Publication date 29 October 2025

Published in Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/AAMM.OA-2024-0026

zbMATH Keywords

convergenceexplicit methodforward backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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