scientific article; zbMATH DE number 4205918
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Publication:3355178
comparison principleconvergencemonotone, stable and consistent schemenonlinear second order equationsstochastic differential gamesviscosity solution
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) Differential games (aspects of game theory) (91A23)
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