ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (Q3520561): Difference between revisions

@@ Property / author @@
-Kenneth Hvistendahl Karlsen
@@ Property / author: Kenneth Hvistendahl Karlsen / rank @@
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@@ Property / author @@
+Kenneth Hvistendahl Karlsen
@@ Property / author: Kenneth Hvistendahl Karlsen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Obstacle problem for nonlinear integro-differential equations arising in option pricing
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
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@@ Property / cites work @@
+On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
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+Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
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@@ Property / cites work @@
+Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
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+Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
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+Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
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+Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs
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+User’s guide to viscosity solutions of second order partial differential equations
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@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS
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@@ Property / cites work @@
+Continuous dependence estimates for viscosity solutions of integro-PDEs
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@@ Property / cites work @@
+A ``maximum principle for semicontinuous functions'' applicable to integro-partial differential equations
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@@ Property / cites work @@
+The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219891608001416
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@@ Property / OpenAlex ID @@
+W2037367558
@@ Property / OpenAlex ID: W2037367558 / rank @@
+Normal rank