A monotone scheme for G-equations with application to the explicit convergence rate of robust central limit theorem
DOI10.1016/J.JDE.2024.03.013zbMATH Open1539.6002MaRDI QIDQ6540466FDOQ6540466
Authors: S. Huang, Gechun Liang
Publication date: 15 May 2024
Published in: Journal of Differential Equations (Search for Journal in Brave)
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sublinear expectationmonotone schemeBlack-Scholes-Barenblatt equationG-distributionG-equationrobust central limit theorem
Central limit and other weak theorems (60F05) Viscosity solutions to PDEs (35D40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
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