{"paper":{"title":"Convergence Error Estimates of the Crank-Nicolson Scheme for Solving Decoupled FBSDEs","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.NA","authors_text":"Jie Yang, Weidong Zhao, Yang Li","submitted_at":"2016-06-21T13:27:12Z","abstract_excerpt":"The Crank-Nicolson (short for C-N) scheme for solving {\\it backward stochastic differential equation} (BSDE), driven by Brownian motions, was first developed by the authors W. Zhao, L. Chen and S. Peng [SIAM J. Sci. Comput., 28 (2006), 1563--1581], and numerical experiments showed that the accuracy of this C-N scheme was of second order for solving BSDE. This C-N scheme was extended to solve decoupled {\\it forward-backward stochastic differential equations} (FBSDEs) by W. Zhao, Y. Li and Y. Fu [Sci. China. Math., 57 (2014), 665--686], and it was numerically shown that the accuracy of the exten"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1606.06560","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}