Journal of Applied Mathematics and Physics

Vol.6 No.2(2018), Paper ID 82327, 9 pages

DOI:10.4236/jamp.2018.62032

 

Optimal Error Estimates of the Crank-Nicolson Scheme for Solving a Kind of Decoupled FBSDEs

 

Zhe Wang, Yang Li

 

College of Science, University of Shanghai for Science and Technology, Shanghai, China
College of Science, University of Shanghai for Science and Technology, Shanghai, China

 

Copyright © 2018 Zhe Wang, Yang Li et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Wang, Z. and Li, Y. (2018) Optimal Error Estimates of the Crank-Nicolson Scheme for Solving a Kind of Decoupled FBSDEs. Journal of Applied Mathematics and Physics, 6, 338-346. doi: 10.4236/jamp.2018.62032.
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