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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Latest revision as of 10:28, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES |
scientific article |
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ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (English)
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26 August 2008
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viscosity solution
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finite difference schemes
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error estimate
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stochastic optimal control
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Lévy process
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Bellman equation
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nonlinear degenerate parabolic integro-partial differential equations
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