Some Estimates for Finite Difference Approximations (Q4735120)
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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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0.8227359056472778
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0.8201183080673218
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0.8072987198829651
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0.7994348406791687
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