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

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+Obstacle problem for nonlinear integro-differential equations arising in option pricing
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+Backward stochastic differential equations and integral-partial differential equations
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+User’s guide to viscosity solutions of second order partial differential equations
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+Q4032143
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+ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS
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+Continuous dependence estimates for viscosity solutions of integro-PDEs
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+A ``maximum principle for semicontinuous functions'' applicable to integro-partial differential equations
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+The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
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+https://doi.org/10.1142/s0219891608001416
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+W2037367558
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