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"Explicit Deferred Correction Methods for Second-Order Forward Backward ..."

Jie Yang, Weidong Zhao, Tao Zhou (2019)

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DOI: 10.1007/S10915-018-00896-W

access: closed

type: Journal Article

metadata version: 2022-05-03

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Jie Yang, Weidong Zhao, Tao Zhou:
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations. J. Sci. Comput. 79(3): 1409-1432 (2019)

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