Precise error bounds for numerical approximations of fractional HJB equations (Q6915909)
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scientific article; zbMATH DE number 8106204
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| English | Precise error bounds for numerical approximations of fractional HJB equations |
scientific article; zbMATH DE number 8106204 |
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Precise error bounds for numerical approximations of fractional HJB equations (English)
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15 October 2025
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fractional and nonlocal equations
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fully nonlinear equation
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HJB equations
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degenerate equation
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weakly nondegenerate equation
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stochastic control
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Lévy processes
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error estimate
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rate of convergence
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viscosity solution
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numerical method
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monotone scheme
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powers of discrete Laplacians
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