On the rate of convergence of finite-difference
Algebra i analiz, Tome 9 (1997) no. 3, pp. 245-256
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Some estimates are presented for the elliptic and parabolic Bellman equations with “constant” coefficients; these estimates are sharper than those announced earlier by the author in [8].
Keywords:
Finite-difference approximations, fully nonlinear equations.
Mots-clés : Bellman's equations
Mots-clés : Bellman's equations
@article{AA_1997_9_3_a9,
author = {N. V. Krylov},
title = {On the rate of convergence of finite-difference},
journal = {Algebra i analiz},
pages = {245--256},
year = {1997},
volume = {9},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/AA_1997_9_3_a9/}
}
N. V. Krylov. On the rate of convergence of finite-difference. Algebra i analiz, Tome 9 (1997) no. 3, pp. 245-256. http://geodesic.mathdoc.fr/item/AA_1997_9_3_a9/