arxivmath.OCcs.AImath.NA2026-06-28
A Posteriori Error Analysis for Decoupled Neural Approximations of Fully Coupled FBSDEs with Control Mismatch
This paper develops an a posteriori error analysis framework for decoupled neural approximations of fully coupled forward--backward stochastic differential equations (FBSDEs). It provides an a posteriori error-analysis for the idealized discrete adapted trajectory. The main featu…