Search Results

• Splitting Schemes for Second-Order Backward Stochastic Differential Equations

  Bo Li, Weidong Zhao, Luying Zheng

  2025-10-22

  3839 246 Pages:1003-1026

• Richardson Extrapolation of the Euler Scheme for Backward Stochastic Differential Equations

  Yafei Xu, Weidong Zhao

  2024-05-11

  21130 1722 Pages:463-493

• An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps

  Yabing Sun, Jie Yang, Weidong Zhao

  2024-02-26

  23597 2163 Pages:243-274

• ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

  Shuixin Fang, Weidong Zhao

  2023-11-07

  28237 2375 Pages:1053-1086

• Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients

  Xu Yang, Weidong Zhao

  2021-09-10

  45613 2722 Pages:1085-1109

• Highly Accurate Numerical Schemes for Stochastic Optimal Control via FBSDEs

  Yu Fu, Weidong Zhao, Tao Zhou

  2020-03-09

  48500 3008 Pages:296-319

• One-Step Multi-Derivative Methods for Backward Stochastic Differential Equations

  Chengjian Zhang, Jingwen Wu, Weidong Zhao

  2019-10-12

  46985 2523 Pages:1213-1230

• Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations

  Yabing Sun, Jie Yang & Weidong Zhao

  2017-11-02

  39376 2709 Pages:798-828

• Deferred Correction Methods for Forward Backward Stochastic Differential Equations

  Tao Tang, Weidong Zhao & Tao Zhou

  2020-11-03

  40683 4146 Pages:222-242 Open-access

• A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations

  Weidong Zhao, Wei Zhang & Lili Ju

  2016-09-01

  39299 2738 Pages:262-288