On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793)

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scientific article; zbMATH DE number 7051127
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On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations
scientific article; zbMATH DE number 7051127

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    On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (English)
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    6 May 2019
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    fractional and nonlocal equations
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    Isaacs equations
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    stochastic differential games
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    monotone scheme
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    rate of convergence
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    viscosity solution
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    error estimate
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