ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS

By Espen Robstad Jakobsen. 2003

75 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/08502fbee34e272c436bac5c6ee653110034c89f

Citations in the corpus

• CONTINUOUS DEPENDENCE ESTIMATES FOR VISCOSITY SOLUTIONS OF INTEGRO-PDES (2005, unknown): “We remark that the procedure given below have essentially been used in [33, 32] (bounded solutions) and in [14] (solutions with subquadratic growth) to obtain x-regularity of solutions and in the two last papers also to obtain the t-regularity.”