scientific article; zbMATH DE number 4205918

Authors Guy Barles, Panagiotis E. Souganidis

Publication date 1991

convergence comparison principle stochastic differential games viscosity solution 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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