On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients
scientific article

    Statements

    On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (English)
    0 references
    0 references
    0 references
    24 July 2009
    0 references
    finite-difference approximations
    0 references
    Bellman equations
    0 references
    fully nonlinear equations
    0 references
    maximum principle
    0 references
    comparison principle
    0 references
    Bellman's principle
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references