Pages that link to "Item:Q5392403"

The following pages link to Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE (Q5392403):

Displaying 14 items.

• Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
• Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
• A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
• Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
• Two-grid economical algorithms for parabolic integro-differential equations with nonlinear memory (Q2311784) (← links)
• On numerical methods and error estimates for degenerate fractional convection-diffusion equations (Q2510401) (← links)
• Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options (Q4561939) (← links)
• Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part II: Schemes and Experiments (Q4562245) (← links)
• Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
• On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
• Mixed local and nonlocal elliptic operators: regularity and maximum principles (Q5067724) (← links)
• Semilinear elliptic equations involving mixed local and nonlocal operators (Q5152538) (← links)
• Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part I: Theory (Q5235476) (← links)
• The method of lines for parabolic integro-differential equations (Q5855703) (← links)