Adapted time steps explicit scheme for monotone BSDEs
  We study the numerical strong stability of explicit schemes for the numerical approximation of the solution to a BSDE where the driver has polynomial growth in the primary variable and satisfies a monotone decreasing condition, and we introduce an explicit scheme with adapted time-steps that guarantee numerical strong stability. We then prove the convergence of this scheme and illustrate it with numerical simulations. 
Arnaud Lionnet
math.NA