Rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations

Н. В. Крылов

Type: Preprint

Publication Date: 2012-01-01

Citations: 1

DOI: https://doi.org/10.48550/arxiv.1203.2905

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+	Discrete Methods for Fully Nonlinear Elliptic Equations	1992	Hung‐Ju Kuo Neil S. Trudinger
+ PDF Chat	Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations	2007	Guy Barles Espen R. Jakobsen
+ PDF Chat	Two approximations of solutions of Hamilton-Jacobi equations	1984	Michael G. Crandall Pierre‐Louis Lions
+ PDF Chat	On Factorizations of Smooth Nonnegative Matrix-Values Functions and on Smooth Functions with Values in Polyhedra	2008	Н. В. Крылов
+ PDF Chat	On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications	2011	Н. В. Крылов
+	Convergence of approximation schemes for fully nonlinear second order equations	1991	Guy Barles Panagiotis E. Souganidis