@Article{IJNAM-22-585,
author = {Zheng , Luying and Zhao , Weidong},
title = {Splitting Schemes for Backward Stochastic Differential Equations},
journal = {International Journal of Numerical Analysis and Modeling},
year = {2025},
volume = {22},
number = {4},
pages = {585--602},
abstract = {<p style="text-align: justify;">This paper concerns splitting methods for solving backward stochastic differential
equations (BSDEs). By splitting the original $d$-dimensional BSDE into $d$ BSDEs and approximating these split BSDEs, we propose splitting schemes for the BSDE. The splitting schemes are
rigorously analyzed and first-order error estimates are theoretically obtained. Numerical tests are
given to verify the theoretical results.</p>},
issn = {2617-8710},
doi = {https://doi.org/10.4208/ijnam2025-1025},
url = {http://global-sci.org/intro/article_detail/ijnam/24041.html}
}