Geodesic
On the rate of convergence of finite-difference
Algebra i analiz, Tome 9 (1997) no. 3, pp. 245-256.

Voir la notice de l'article provenant de la source Math-Net.Ru

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, Bellman's equations, fully nonlinear equations. 
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     author = {N. V. Krylov},
     title = {On the rate of convergence of finite-difference},
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     number = {3},
     year = {1997},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/AA_1997_9_3_a9/}
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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/