Carpathian Journal of Mathematics, Vol. 37, No. 2 (2021), pp. 325-338 (14 pages) The aim of the present paper is to study the existence of nontrivial nonnegative solutions for a second-order boundary ...

We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a ddimensional Brownian motion and an ...