@Article{NMTMA-17-243,
author = {Sun , YabingYang , Jie and Zhao , Weidong},
title = {An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps},
journal = {Numerical Mathematics: Theory, Methods and Applications},
year = {2024},
volume = {17},
number = {1},
pages = {243--274},
abstract = {<p style="text-align: justify;">In this work, we propose an explicit second order scheme for decoupled
mean-field forward backward stochastic differential equations with jumps. The stability and the rigorous error estimates are presented, which show that the proposed
scheme yields a second order rate of convergence, when the forward mean-field
stochastic differential equation is solved by the weak order 2.0 Itô-Taylor scheme.
Numerical experiments are carried out to verify the theoretical results.</p>},
issn = {2079-7338},
doi = {https://doi.org/10.4208/nmtma.OA-2023-0048},
url = {http://global-sci.org/intro/article_detail/nmtma/22917.html}
}