%0 Journal Article
%T Optimal Error Estimates of the Crank-Nicolson Scheme for Solving a Kind of Decoupled FBSDEs
%A Zhe Wang
%A Yang Li
%J Journal of Applied Mathematics and Physics
%P 338-346
%@ 2327-4379
%D 2018
%I Scientific Research Publishing
%R 10.4236/jamp.2018.62032
%X In this paper, under weak conditions, we theoretically prove the second-order convergence rate of the Crank-Nicolson scheme for solving a kind of decoupled forward-backward stochastic differential equations.
%K Forward Backward Stochastic Differential Equations
%K Second-Order Scheme
%K Error Estimate
%K Trapezoidal Rule
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=82327