The Rate of Convergence of Finite-Difference Approximations for Parabolic Bellman Equations with Lipschitz Coefficients in Cylindrical Domains

By Hongjie Dong, Nicolai V. Krylov. 2007

51 citations recorded by the source corpus.

Subfields: Applied Mathematics, Computational Theory and Mathematics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/744703c67d46ecd14956e2084c85b06cb4c61ae8