Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE (Q5392403): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q218408 |
||
| Property / author | |||
| Property / author: Kenneth Hvistendahl Karlsen / rank | |||
Revision as of 12:08, 11 February 2024
scientific article; zbMATH DE number 5876984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE |
scientific article; zbMATH DE number 5876984 |
Statements
Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE (English)
0 references
11 April 2011
0 references
integro- partial differential equation
0 references
viscosity solution
0 references
finite difference scheme
0 references
error estimate
0 references
stochastic optimal control
0 references
Levy process
0 references
Bellman equation
0 references
numerical example
0 references
monotone difference-quadrature schemes
0 references
