Some Estimates for Finite Difference Approximations (Q4735120): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:08, 5 March 2024
scientific article; zbMATH DE number 4121910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Estimates for Finite Difference Approximations |
scientific article; zbMATH DE number 4121910 |
Statements
Some Estimates for Finite Difference Approximations (English)
0 references
1989
0 references
diffusion processes
0 references
finite difference methods
0 references
complete filtered probability space
0 references
n-dimensional Wiener process
0 references
discrete maximum principle
0 references
Hamilton-Jacobi-Bellman equation
0 references
