Some Estimates for Finite Difference Approximations (Q4735120): Difference between revisions

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Revision as of 10:39, 22 February 2024

scientific article; zbMATH DE number 4121910
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English
Some Estimates for Finite Difference Approximations
scientific article; zbMATH DE number 4121910

    Statements

    Some Estimates for Finite Difference Approximations (English)
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    1989
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    diffusion processes
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    finite difference methods
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    complete filtered probability space
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    n-dimensional Wiener process
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    discrete maximum principle
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    Hamilton-Jacobi-Bellman equation
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