  This paper is dedicated to solve high-dimensional coupled FBSDEs with
non-Lipschitz diffusion coefficients numerically. Under mild conditions, we
provide a posterior estimate of the numerical solution which holds for
arbitrary time duration. This posterior estimate justifies the convergence of
the recently proposed Deep BSDE method. We also construct a numerical scheme
based on the Deep BSDE method and present numerical examples in financial
markets to show the high performance.
