Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616): Difference between revisions

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+On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
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+Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
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+Numerical Approximation for a Superreplication Problem under Gamma Constraints
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+Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation
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+An approximation scheme for the optimal control of diffusion processes
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+A Finite Element Like Scheme for Integro-Partial Differential Hamilton–Jacobi–Bellman Equations
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+On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
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+Convergent difference schemes for nonlinear parabolic equations and mean curvature motion
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+On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients
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+Some Estimates for Finite Difference Approximations
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+On the Approximation of Linear Elliptic Differential Equations by Difference Equations with Positive Coefficients
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+Consistency of a simple multidimensional scheme for Hamilton-Jacobi-Bellman equations
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+Convergent Difference Schemes for Degenerate Elliptic and Parabolic Equations: Hamilton--Jacobi Equations and Free Boundary Problems
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+Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian
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+Numerical convergence properties of option pricing PDEs with uncertain volatility
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+On Shape-Preserving Interpolation and Semi-Lagrangian Transport
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+Publication:2840616