{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,28]],"date-time":"2026-02-28T15:37:12Z","timestamp":1772293032701,"version":"3.50.1"},"reference-count":24,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2016,4,27]],"date-time":"2016-04-27T00:00:00Z","timestamp":1461715200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundations of China","doi-asserted-by":"crossref","award":["111571206"],"award-info":[{"award-number":["111571206"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"crossref"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundations of China","doi-asserted-by":"crossref","award":["91130003"],"award-info":[{"award-number":["91130003"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"crossref"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundations of China","doi-asserted-by":"crossref","award":["11571351"],"award-info":[{"award-number":["11571351"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["J Sci Comput"],"published-print":{"date-parts":[[2016,11]]},"DOI":"10.1007\/s10915-016-0212-y","type":"journal-article","created":{"date-parts":[[2016,4,27]],"date-time":"2016-04-27T04:52:57Z","timestamp":1461732777000},"page":"651-672","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":13,"title":["Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps"],"prefix":"10.1007","volume":"69","author":[{"given":"Yu","family":"Fu","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Weidong","family":"Zhao","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Tao","family":"Zhou","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2016,4,27]]},"reference":[{"key":"212_CR1","doi-asserted-by":"crossref","first-page":"57","DOI":"10.1080\/17442509708834099","volume":"60","author":"G Barles","year":"1997","unstructured":"Barles, G., Buckdahn, R., Pardoux, E.: Backward stochastic differential equations and integral-partial differential equations. Stoch. Stoch. Rep. 60, 57\u201383 (1997)","journal-title":"Stoch. Stoch. Rep."},{"key":"212_CR2","doi-asserted-by":"crossref","first-page":"2027","DOI":"10.1214\/105051606000000475","volume":"16","author":"D Becherer","year":"2006","unstructured":"Becherer, D.: Bounded solution to BSDE\u2019s with jumps for utility optimization and indifference hedging. Ann. Appl. Probab. 16, 2027\u20132054 (2006)","journal-title":"Ann. Appl. Probab."},{"key":"212_CR3","doi-asserted-by":"crossref","first-page":"143","DOI":"10.1214\/07-AAP448","volume":"18","author":"C Bender","year":"2008","unstructured":"Bender, C., Zhang, J.: Time discretization and markovian iteration for coupled FBSDEs. Ann. Appl. Probab. 18, 143\u2013177 (2008)","journal-title":"Ann. Appl. Probab."},{"key":"212_CR4","doi-asserted-by":"crossref","first-page":"53","DOI":"10.1016\/j.spa.2007.03.010","volume":"118","author":"B Bouchard","year":"2008","unstructured":"Bouchard, B., Elie, R.: Discrete time approximation of decoupled forward\u2013backward SDE with jumps. Stoch. Process. Appl. 118, 53\u201375 (2008)","journal-title":"Stoch. Process. Appl."},{"key":"212_CR5","volume-title":"Financial modelling with jumpe processes","author":"R Cont","year":"2004","unstructured":"Cont, R., Tankov, R.: Financial modelling with jumpe processes. Chapman and Hall\/CRC Press, London (2004)"},{"key":"212_CR6","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4471-5331-3","volume-title":"Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps","author":"L Delong","year":"2013","unstructured":"Delong, L.: Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps. Springer, New York (2013)"},{"key":"212_CR7","doi-asserted-by":"crossref","first-page":"667","DOI":"10.1137\/110833294","volume":"4","author":"Q Du","year":"2012","unstructured":"Du, Q., Gunzburger, M., Lebourq, R., Zhou, K.: Analysis and approximation of nonlocal diffusion problems with volume constraints. SIAM Rev. 4, 667\u2013696 (2012)","journal-title":"SIAM Rev."},{"key":"212_CR8","doi-asserted-by":"crossref","unstructured":"Fu, Y., Yang, J., Zhao, W.: Prediction-correction scheme for decoupled forward backward stochastic differential equations with jumps. submitted (2015)","DOI":"10.4208\/eajam.220116.070316a"},{"key":"212_CR9","doi-asserted-by":"crossref","first-page":"368","DOI":"10.4208\/eajam.030614.171014a","volume":"4","author":"Y Fu","year":"2014","unstructured":"Fu, Y., Zhao, W.: An explicit second-order numerical scheme to solve decoupled forward backward stochastic equations. East Asian J. Appl. Math. 4, 368\u2013385 (2014)","journal-title":"East Asian J. Appl. Math."},{"key":"212_CR10","unstructured":"Kong, T., Zhao, W., Zhou, T.: High order numerical schemes for second order FBSDEs with applications to stochastic optimal control. arXiv:1502.03206 (2015)"},{"key":"212_CR11","doi-asserted-by":"crossref","unstructured":"Lemor, J.P., Gobet, E., Warin, X.: A regression-based monte carlo method for backward stochastic differential equations. Ann. Appl. Probab. 15(3), 2172\u20132202 (2005)","DOI":"10.1214\/105051605000000412"},{"key":"212_CR12","doi-asserted-by":"crossref","first-page":"1776","DOI":"10.1016\/j.na.2008.02.080","volume":"70","author":"J Li","year":"2009","unstructured":"Li, J., Peng, S.: Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of hamilton\u2013jacobi\u2013bellman equations. Nonlinear Anal. Theory Methods Appl. 70, 1776\u20131796 (2009)","journal-title":"Nonlinear Anal. Theory Methods Appl."},{"key":"212_CR13","doi-asserted-by":"crossref","first-page":"561","DOI":"10.1137\/040614426","volume":"28","author":"GN Milstein","year":"2006","unstructured":"Milstein, G.N., Tretyakov, M.V.: Numerical algorithms for forward\u2013backward stochastic differential equations. SIAM J. Sci. Comput. 28, 561\u2013582 (2006)","journal-title":"SIAM J. Sci. Comput."},{"key":"212_CR14","doi-asserted-by":"crossref","first-page":"1966","DOI":"10.1016\/j.spa.2010.05.011","volume":"120","author":"M Morlais","year":"2010","unstructured":"Morlais, M.: A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem. Stoch. Process. Appl. 120, 1966\u20131996 (2010)","journal-title":"Stoch. Process. Appl."},{"key":"212_CR15","doi-asserted-by":"crossref","first-page":"56","DOI":"10.1016\/0167-6911(90)90082-6","volume":"14","author":"E Pardoux","year":"1990","unstructured":"Pardoux, E., Peng, S.: Adapted solution of a backward stochastic differential equation. Syst. Control Lett. 14, 56\u201361 (1990)","journal-title":"Syst. Control Lett."},{"issue":"2","key":"212_CR16","doi-asserted-by":"crossref","first-page":"A859","DOI":"10.1137\/130913183","volume":"37","author":"M Ruijter","year":"2015","unstructured":"Ruijter, M., Oosterlee, C.W.: A fourier cosine method for an efficient computation of solutions to BSDEs. SIAM J. Sci. Comput. 37(2), A859\u2013A889 (2015)","journal-title":"SIAM J. Sci. Comput."},{"key":"212_CR17","first-page":"1447","volume":"32","author":"S Tang","year":"1994","unstructured":"Tang, S., Li, X.: Necessary conditions for optimal control of stochastic systems with random jumps. SIAM J. Sci. Comput. 32, 1447\u20131475 (1994)","journal-title":"SIAM J. Sci. Comput."},{"key":"212_CR18","unstructured":"Tang, T., Zhao, W., Zhou, T.: Highly accurate numerical schemes for forward backward stochastic differential equations based on deferred correction approach. submitted (2015)"},{"issue":"4","key":"212_CR19","doi-asserted-by":"crossref","first-page":"387","DOI":"10.4208\/eajam.280515.211015a","volume":"5","author":"J Yang","year":"2015","unstructured":"Yang, J., Zhao, W.: Convergence of recent multistep schemes for a forward\u2013backward stochastic differential equation. East Asian J. Appl. Math. 5(4), 387\u2013404 (2015)","journal-title":"East Asian J. Appl. Math."},{"key":"212_CR20","unstructured":"Zhang, G., Zhao, W., Webster, C., Gunzburger, M.: Numerical solution of backward stochastic differential equations with jumps for a class of nonlocal diffusion problems. arXiv preprint arXiv:1503.00213 (2015)"},{"key":"212_CR21","doi-asserted-by":"crossref","first-page":"1563","DOI":"10.1137\/05063341X","volume":"28","author":"W Zhao","year":"2006","unstructured":"Zhao, W., Chen, L., Peng, S.: A new kind of accurate numerical method for backward stochastic differential equations. SIAM J. Sci. Comput. 28, 1563\u20131581 (2006)","journal-title":"SIAM J. Sci. Comput."},{"key":"212_CR22","doi-asserted-by":"crossref","first-page":"A1731","DOI":"10.1137\/130941274","volume":"36","author":"W Zhao","year":"2014","unstructured":"Zhao, W., Fu, Y., Zhou, T.: New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations. SIAM J. Sci. Comput. 36, A1731\u2013A1751 (2014)","journal-title":"SIAM J. Sci. Comput."},{"key":"212_CR23","doi-asserted-by":"crossref","first-page":"1369","DOI":"10.1137\/09076979X","volume":"48","author":"W Zhao","year":"2010","unstructured":"Zhao, W., Zhang, G., Ju, L.: A stable multistep scheme for solving backward stochastic differential equations. SIAM J. Numer. Anal. 48, 1369\u20131394 (2010)","journal-title":"SIAM J. Numer. Anal."},{"key":"212_CR24","unstructured":"Zhao, W., Zhang, W., Zhang, G.: Numerical schemes for forward\u2013backward stochastic differential equaiton to nonlinear partial integro-differential equations. submitted (2015)"}],"container-title":["Journal of Scientific Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10915-016-0212-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10915-016-0212-y\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10915-016-0212-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10915-016-0212-y","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,6]],"date-time":"2019-09-06T22:10:51Z","timestamp":1567807851000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10915-016-0212-y"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,4,27]]},"references-count":24,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2016,11]]}},"alternative-id":["212"],"URL":"https:\/\/doi.org\/10.1007\/s10915-016-0212-y","relation":{},"ISSN":["0885-7474","1573-7691"],"issn-type":[{"value":"0885-7474","type":"print"},{"value":"1573-7691","type":"electronic"}],"subject":[],"published":{"date-parts":[[2016,4,27]]}}}