Abstract
In this paper, we propose an explicit second-order scheme for solving decoupled mean-field forward backward stochastic differential equations. Its stability is theoretically proved, and its error estimates are rigorously deduced, which show that the proposed scheme is of second-order accurate when the weak-order 2.0 Ito-Taylor scheme is used to solve mean-field stochastic differential equations. Some numerical experiments are presented to verify the theoretical results.
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