Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Numerical Methods for Backward Stochastic Differential Equations: A
  Survey   Backward Stochastic Differential Equations (BSDEs) have been widely employed
in various areas of social and natural sciences, such as the pricing and
hedging of financial derivatives, stochastic optimal control problems, optimal
stopping problems and gene expression. Most BSDEs cannot be solved analytically
and thus numerical methods must be applied in order to approximate their
solutions. There have been a variety of numerical methods proposed over the
past few decades as well as many more currently being developed. For the most
part, they exist in a complex and scattered manner with each requiring
different and similar assumptions and conditions. The aim of the present work
is thus to systematically survey various numerical methods for BSDEs, and in
particular, compare and categorize them, for further developments and
improvements. To achieve this goal, we focus primarily on the core features of
each method on the basis of an exhaustive collection of 303 references: the
main assumptions, the numerical algorithm itself, key convergence properties
and advantages and disadvantages, in order to provide a full up-to-date
coverage of numerical methods for BSDEs, with insightful summaries of each and
a useful comparison and categorization.

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The categories of this paper are: stat
25
The categories of this paper are: patt-sol
23
The categories of this paper are: solv-int
11
The categories of this paper are: hep-lat
3
The categories of this paper are: physics
10
The categories of this paper are: q-bio
15
The categories of this paper are: nucl-ex
6
The categories of this paper are: astro-ph
34
The categories of this paper are: chem-ph
14
The categories of this paper are: math-ph
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The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
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The categories of this paper are: q-alg
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The categories of this paper are: comp-gas
7
The categories of this paper are: hep-th
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The categories of this paper are: adap-org