scientific article; zbMATH DE number 4205918
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Publication:3355178
convergencecomparison principlestochastic differential gamesviscosity solutionnonlinear second order equationsmonotone, stable and consistent scheme
Differential games (aspects of game theory) (91A23) Nonlinear boundary value problems for linear elliptic equations (35J65) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Stochastic games, stochastic differential games (91A15)
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