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Then second-order schemes are derived both for scalar cases and for system cases. The errors are measured in the mean square sense. Several numerical examples are included, and numerical results ...
Weidong Zhao, Wei Zhang, Guannan Zhang, SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS, Journal of Computational Mathematics, Vol. 35, No. 2 ...
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