scientific article

Panagiotis E. Souganidis, Guy Barles

Publication date: 1991

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

convergence viscosity solution comparison principle stochastic differential games nonlinear second order equations monotone, stable and consistent scheme

Mathematics Subject Classification ID

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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