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Shanjian Tang

Fudan University

Beijing West District Baiyun Load 10th

Shanghai, 100045

China

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Optimal convergence rates of splitting-up methods for general non-linear backward stochastic PDEs

Number of pages: 32 Posted: 11 Feb 2026
Juzhou Li, Yunzhang Li, Jingtang Ma and Shanjian Tang
Fudan University, Fudan University, Southwestern University of Finance and Economics (SWUFE) and Fudan University
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Abstract:

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backward stochastic partial differential equations, splitting-up methods, optimal strong convergence order, non-Markovian case, Maximum principle