Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Second-order numerical schemes for decoupled forward-backward stochastic
  differential equations with jumps   We propose new numerical schemes for decoupled forward-backward stochastic
differential equations (FBSDEs) with jumps, where the stochastic dynamics are
driven by a $d$-dimensional Brownian motion and an independent compensated
Poisson random measure. A semi-discrete scheme is developed for discrete time
approximation, which is constituted by a classic scheme for the forward SDE
[17, 25] and a novel scheme for the backward SDE. Under some reasonable
regularity conditions, we prove that the semi-discrete scheme can achieve
second-order convergence in approximating the FBSDEs of interest; and such
convergence rate does not require jump-adapted temporal discretization. Next,
to add in spatial discretization, a fully discrete scheme is developed by
designing accurate quadrature rules for estimating the involved conditional
mathematical expectations. Several numerical examples are given to illustrate
the effectiveness and the high accuracy of the proposed schemes.

24
The categories of this paper are: dg-ga
11
The categories of this paper are: hep-lat
19
The categories of this paper are: eess
22
The categories of this paper are: chao-dyn
0
The categories of this paper are: hep-ph
29
The categories of this paper are: funct-an
4
The categories of this paper are: cond-mat
8
The categories of this paper are: hep-ex
21
The categories of this paper are: adap-org
12
The categories of this paper are: nucl-th
23
The categories of this paper are: solv-int
26
The categories of this paper are: bayes-an
28
The categories of this paper are: alg-geom
10
The categories of this paper are: q-bio
34
The categories of this paper are: chem-ph
7
The categories of this paper are: hep-th