Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: A one order numerical scheme based on the four step scheme developed by Ma et?al. for the adapted solutions to a class of forward-backward stochastic differential equations is proposed and analyzed. For the decoupling quasilinear parabolic equations, a new kind of characteristics and finite difference method is used. While for the decoupled forward SDE,  use the Milstein scheme.
['Benxue Gong', 'Hongxing Rui']
I am writing a research paper on a idea One order numerical scheme for forward-backward stochastic differential equations
[{"from": "human", "value": "I am writing a research paper on a idea One order numerical scheme for forward-backward stochastic differential equations"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: A one order numerical scheme based on the four step scheme developed by Ma et?al. for the adapted solutions to a class of forward-backward stochastic differential equations is proposed and analyzed. For the decoupling quasilinear parabolic equations, a new kind of characteristics and finite difference method is used. While for the decoupled forward SDE,  use the Milstein scheme."}]