Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Runge-Kutta schemes for backward stochastic differential equations   We study the convergence of a class of Runge-Kutta type schemes for backward
stochastic differential equations (BSDEs) in a Markovian framework. The schemes
belonging to the class under consideration benefit from a certain stability
property. As a consequence, the overall rate of the convergence of these
schemes is controlled by their local truncation error. The schemes are
categorized by the number of intermediate stages implemented between
consecutive partition time instances. We show that the order of the schemes
matches the number $p$ of intermediate stages for $p\le3$. Moreover, we show
that the so-called order barrier occurs at $p=3$, that is, that it is not
possible to construct schemes of order $p$ with $p$ stages, when $p>3$. The
analysis is done under sufficient regularity on the final condition and on the
coefficients of the BSDE.

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The categories of this paper are: q-fin
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The categories of this paper are: q-bio
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The categories of this paper are: mtrl-th
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The categories of this paper are: eess
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The categories of this paper are: astro-ph
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The categories of this paper are: supr-con
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The categories of this paper are: solv-int
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The categories of this paper are: chao-dyn
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The categories of this paper are: alg-geom
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The categories of this paper are: econ
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The categories of this paper are: nucl-ex
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The categories of this paper are: hep-th
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The categories of this paper are: cmp-lg
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The categories of this paper are: patt-sol
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The categories of this paper are: hep-ex
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The categories of this paper are: dg-ga